+18.6%
HYG vs UPST
-91.3%
+109.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | -0.7% | -12.0% | +11.2% | -0.3% |
| 30D | -0.6% | -16.0% | +15.4% | -0.1% |
| 3M | +0.4% | -17.2% | +17.6% | +0.9% |
| 6M | +1.2% | -10.9% | +12.1% | +1.3% |
| YTD | +1.5% | -42.6% | +44.1% | +2.8% |
| 1Y | +3.2% | -59.8% | +63.0% | +5.5% |
| 3Y | +25.9% | -17.9% | +43.8% | +22.0% |
| 5Y | +18.6% | -90.7% | +109.3% | +15.3% |
| All | +18.6% | -91.3% | +109.9% | +15.3% |
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