+622.8%
THC vs UPST
-20.9%
+643.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +0.2% | -12.1% | +12.3% | +1.2% |
| 30D | +9.0% | -13.4% | +22.4% | +10.1% |
| 3M | +12.9% | -31.2% | +44.1% | +15.8% |
| 6M | +52.8% | -28.3% | +81.2% | +55.7% |
| YTD | +47.4% | -53.0% | +100.4% | +53.9% |
| 1Y | +47.7% | -47.2% | +94.9% | +52.5% |
| 3Y | +444.7% | -1.5% | +446.1% | +397.0% |
| 5Y | +269.3% | -91.6% | +360.9% | +244.8% |
| All | +622.8% | -20.9% | +643.8% | +541.0% |
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 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