+113.0%
HOOD vs UPST
-93.6%
+206.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 6M | +2.4% | -23.7% | +26.1% | +11.9% |
| YTD | -28.5% | -49.9% | +21.5% | -10.9% |
| 1Y | -36.3% | -42.0% | +5.6% | -24.3% |
| 3Y | +743.7% | -25.3% | +769.0% | +698.5% |
| All | +113.0% | -93.6% | +206.6% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling