+138.0%
HOOD vs UPST
-92.3%
+230.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.3% | +5.9% | +0.3% |
| 7D | -5.1% | -4.5% | -0.6% | -3.7% |
| 30D | -25.4% | -15.3% | -10.1% | -21.3% |
| 3M | -14.0% | -32.4% | +18.5% | -2.1% |
| 6M | +5.6% | -29.5% | +35.1% | +18.4% |
| YTD | -28.1% | -53.3% | +25.2% | -8.5% |
| 1Y | -40.1% | -47.4% | +7.2% | -26.6% |
| 3Y | +888.2% | -2.2% | +890.4% | +767.6% |
| All | +138.0% | -92.3% | +230.3% | +252.5% |
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