+30.6%
HUM vs UPST
-56.5%
+87.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +4.2% | -3.5% | +7.7% | +4.5% |
| 30D | +10.4% | -7.1% | +17.5% | +11.1% |
| 3M | +15.1% | -13.1% | +28.1% | +16.3% |
| 6M | +120.9% | -1.1% | +122.0% | +117.1% |
| YTD | +57.9% | -35.9% | +93.8% | +66.2% |
| 1Y | +30.6% | -57.4% | +88.0% | +30.1% |
| All | +30.6% | -56.5% | +87.1% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling