+24.5%
HYG vs UPST
+3.8%
+20.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | 0.0% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | -0.1% | -13.2% | +13.1% | +0.2% |
| 3M | +1.0% | -13.0% | +13.9% | +1.2% |
| 6M | +2.3% | -2.9% | +5.2% | +2.2% |
| YTD | +2.1% | -38.3% | +40.4% | +2.9% |
| 1Y | +3.8% | -60.5% | +64.2% | +5.5% |
| 3Y | +26.7% | -11.7% | +38.4% | +24.0% |
| 5Y | +19.3% | -90.2% | +109.4% | +15.8% |
| All | +24.5% | +3.8% | +20.7% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling