+66.3%
HPQ vs UPST
-0.4%
+66.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.0% | +9.0% | +5.2% |
| 7D | +2.2% | -8.1% | +10.3% | +2.9% |
| 30D | +9.7% | -14.3% | +24.0% | +11.0% |
| 3M | +32.7% | -16.6% | +49.4% | +34.3% |
| 6M | +77.7% | -7.3% | +85.0% | +77.4% |
| YTD | +51.0% | -40.8% | +91.8% | +55.5% |
| 1Y | +18.4% | -62.4% | +80.8% | +25.7% |
| 3Y | +25.6% | -15.3% | +40.9% | +19.9% |
| 5Y | +38.6% | -91.1% | +129.7% | +32.8% |
| All | +66.3% | -0.4% | +66.7% | +46.9% |
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 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