+232.1%
HPE vs UPST
-93.6%
+325.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | -18.7% | -4.9% | -13.8% | -18.3% |
| 30D | -37.9% | -8.9% | -29.0% | -37.3% |
| 3M | -14.4% | -26.3% | +11.9% | -11.7% |
| 6M | +48.2% | -23.7% | +71.9% | +51.9% |
| YTD | +88.6% | -49.9% | +138.6% | +100.7% |
| 1Y | +94.8% | -42.0% | +136.7% | +103.7% |
| 3Y | +202.7% | -25.3% | +228.0% | +195.6% |
| All | +232.1% | -93.6% | +325.7% | +205.9% |
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