+22.3%
HYG vs UPST
-24.8%
+47.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.1% |
| 7D | -0.4% | -10.6% | +10.3% | -0.1% |
| 30D | +0.7% | -14.0% | +14.7% | +1.0% |
| 3M | -2.1% | -36.8% | +34.7% | -1.1% |
| 6M | -0.8% | -27.5% | +26.7% | -0.2% |
| YTD | +0.3% | -55.3% | +55.5% | +1.8% |
| 1Y | +1.8% | -47.5% | +49.3% | +2.8% |
| 3Y | +24.1% | -10.4% | +34.6% | +21.6% |
| 5Y | +17.7% | -92.6% | +110.3% | +15.0% |
| All | +22.3% | -24.8% | +47.0% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling