+365.9%
HPE vs UPST
-24.8%
+390.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.9% | -3.9% |
| 7D | +7.9% | -10.6% | +18.5% | +8.8% |
| 30D | -23.5% | -14.0% | -9.5% | -22.6% |
| 3M | -19.1% | -36.8% | +17.8% | -16.1% |
| 6M | +51.4% | -27.5% | +78.9% | +54.9% |
| YTD | +103.4% | -55.3% | +158.7% | +115.2% |
| 1Y | +114.4% | -47.5% | +161.9% | +123.7% |
| 3Y | +224.7% | -10.4% | +235.1% | +219.3% |
| 5Y | +277.8% | -92.6% | +370.4% | +274.6% |
| All | +365.9% | -24.8% | +390.6% | +353.6% |
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