+245.8%
THC vs UPST
-13.8%
+259.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -0.7% | -3.5% | +2.9% | -0.5% |
| 30D | +1.3% | -7.1% | +8.4% | +1.6% |
| 3M | +64.2% | -13.1% | +77.3% | +65.2% |
| 6M | +8.3% | -1.1% | +9.4% | +7.7% |
| YTD | +33.4% | -35.9% | +69.2% | +35.8% |
| 1Y | +37.7% | -57.4% | +95.1% | +43.6% |
| All | +245.8% | -13.8% | +259.6% | +195.5% |
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