+424.6%
THC vs UPST
-28.6%
+453.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.7% |
| 7D | +5.9% | -10.9% | +16.7% | +6.5% |
| 30D | +10.8% | -7.2% | +18.0% | +11.2% |
| 3M | +9.4% | -26.7% | +36.1% | +11.1% |
| 6M | +53.3% | -29.0% | +82.2% | +55.4% |
| YTD | +44.2% | -49.4% | +93.5% | +48.2% |
| 1Y | +37.3% | -47.0% | +84.3% | +40.5% |
| All | +424.6% | -28.6% | +453.1% | +377.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling