+298.8%
HPE vs UPST
-88.8%
+387.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -4.3% |
| 7D | -0.6% | -3.5% | +2.9% | -0.2% |
| 30D | -2.3% | -7.1% | +4.8% | -1.6% |
| 3M | -2.9% | -13.1% | +10.2% | -1.5% |
| 6M | +143.6% | -1.1% | +144.7% | +141.9% |
| YTD | +118.5% | -35.9% | +154.4% | +126.7% |
| 1Y | +129.2% | -57.4% | +186.6% | +147.0% |
| 3Y | +212.5% | -14.9% | +227.4% | +199.8% |
| All | +298.8% | -88.8% | +387.6% | +284.8% |
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 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