+45.9%
HPQ vs UPST
-21.5%
+67.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +1.2% |
| 7D | +0.5% | -4.5% | +5.0% | +0.9% |
| 30D | -5.9% | -15.3% | +9.4% | -4.7% |
| 3M | -3.7% | -32.4% | +28.7% | -1.0% |
| 6M | +28.1% | -29.5% | +57.6% | +30.9% |
| YTD | +32.5% | -53.3% | +85.8% | +38.7% |
| 1Y | +18.1% | -47.4% | +65.5% | +22.4% |
| 3Y | +16.4% | -2.2% | +18.6% | +10.8% |
| 5Y | +8.9% | -92.0% | +100.9% | +5.9% |
| All | +45.9% | -21.5% | +67.4% | +31.1% |
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