-10.6%
HUM vs UPST
-14.8%
+4.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.6% |
| 7D | +2.1% | -1.5% | +3.6% | +2.1% |
| 30D | +4.7% | -13.2% | +17.9% | +5.3% |
| 3M | +13.5% | -13.0% | +26.5% | +14.1% |
| 6M | +126.7% | -2.9% | +129.6% | +125.7% |
| YTD | +58.5% | -38.3% | +96.9% | +61.3% |
| 1Y | +31.7% | -60.5% | +92.2% | +35.7% |
| 3Y | -10.6% | -11.7% | +1.1% | -10.0% |
| All | -10.6% | -14.8% | +4.2% | -10.0% |
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 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