+439.2%
HPE vs UPST
+3.8%
+435.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.8% | +11.6% | +8.1% |
| 7D | +10.1% | -1.5% | +11.6% | +10.3% |
| 30D | +5.3% | -13.2% | +18.5% | +6.5% |
| 3M | +12.7% | -13.0% | +25.6% | +13.8% |
| 6M | +167.7% | -2.9% | +170.5% | +166.7% |
| YTD | +135.5% | -38.3% | +173.8% | +142.9% |
| 1Y | +143.4% | -60.5% | +203.8% | +159.1% |
| 3Y | +249.2% | -11.7% | +260.9% | +239.7% |
| 5Y | +343.8% | -90.2% | +434.0% | +329.2% |
| All | +439.2% | +3.8% | +435.4% | +411.8% |
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