+400.4%
HPE vs UPST
+7.9%
+392.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -4.3% |
| 7D | -0.6% | -3.5% | +2.9% | -0.3% |
| 30D | -2.3% | -7.1% | +4.8% | -1.7% |
| 3M | -2.9% | -13.1% | +10.2% | -1.8% |
| 6M | +143.6% | -1.1% | +144.7% | +142.3% |
| YTD | +118.5% | -35.9% | +154.4% | +124.7% |
| 1Y | +129.2% | -57.4% | +186.6% | +142.6% |
| 3Y | +212.5% | -14.9% | +227.4% | +204.3% |
| 5Y | +286.9% | -88.7% | +375.6% | +272.5% |
| All | +400.4% | +7.9% | +392.5% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling