-2.1%
HSY vs UPST
-4.9%
+2.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | +0.6% |
| 7D | -2.1% | -10.6% | +8.5% | -2.1% |
| 30D | +6.1% | -14.0% | +20.1% | +6.2% |
| 3M | -5.6% | -36.8% | +31.2% | -5.4% |
| 6M | -9.5% | -27.5% | +18.0% | -9.4% |
| YTD | -2.1% | -55.3% | +53.2% | -1.6% |
| 1Y | +0.8% | -47.5% | +48.3% | +0.9% |
| 3Y | -2.1% | -10.4% | +8.3% | -8.3% |
| All | -2.1% | -4.9% | +2.8% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling