+11.3%
HSY vs UPST
-90.4%
+101.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.6% |
| 7D | -3.0% | -8.1% | +5.1% | -3.0% |
| 30D | -5.0% | -14.3% | +9.3% | -5.1% |
| 3M | -1.3% | -16.6% | +15.3% | -1.3% |
| 6M | -21.5% | -7.3% | -14.2% | -21.5% |
| YTD | -3.3% | -40.8% | +37.5% | -3.3% |
| 1Y | -5.5% | -62.4% | +56.9% | -5.5% |
| 3Y | -9.9% | -15.3% | +5.4% | -9.8% |
| 5Y | +11.3% | -91.1% | +102.4% | +8.0% |
| All | +11.3% | -90.4% | +101.8% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling