+132.4%
HOOD vs UPST
-82.2%
+214.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.6% |
| 7D | -4.8% | -4.9% | +0.1% | -3.3% |
| 30D | -26.1% | -8.9% | -17.2% | -23.9% |
| 3M | -10.8% | -26.3% | +15.5% | -1.7% |
| 6M | +2.4% | -23.7% | +26.1% | +11.5% |
| YTD | -28.5% | -49.9% | +21.5% | -11.6% |
| 1Y | -36.3% | -42.0% | +5.6% | -24.7% |
| 3Y | +743.7% | -25.3% | +769.0% | +706.3% |
| 5Y | +118.6% | -93.4% | +212.0% | +160.4% |
| All | +132.4% | -82.2% | +214.6% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling