-10.7%
HSY vs UPST
-13.8%
+3.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.1% |
| 7D | -3.3% | -3.5% | +0.2% | -3.3% |
| 30D | -2.8% | -7.1% | +4.3% | -2.8% |
| 3M | -4.5% | -13.1% | +8.6% | -4.4% |
| 6M | -24.2% | -1.1% | -23.1% | -24.3% |
| YTD | -2.7% | -35.9% | +33.1% | -2.5% |
| 1Y | -3.7% | -57.4% | +53.7% | -3.0% |
| All | -10.7% | -13.8% | +3.0% | -16.2% |
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