+6.5%
HUM vs UPST
-92.6%
+99.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.4% |
| 7D | +7.7% | -13.5% | +21.2% | +8.2% |
| 30D | +5.8% | -19.6% | +25.4% | +6.4% |
| 3M | +14.3% | -34.2% | +48.5% | +15.6% |
| 6M | +50.9% | -31.2% | +82.1% | +52.2% |
| YTD | +74.9% | -56.2% | +131.1% | +78.3% |
| 1Y | +86.9% | -51.7% | +138.6% | +89.9% |
| 3Y | -6.7% | -8.2% | +1.6% | -7.0% |
| All | +6.5% | -92.6% | +99.1% | +8.7% |
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