+448.8%
THC vs UPST
+2.1%
+446.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +7.5% | +4.4% | +3.1% | +7.2% |
| 30D | +9.6% | -7.7% | +17.2% | +10.0% |
| 3M | +10.3% | -28.4% | +38.7% | +12.0% |
| 6M | +51.8% | -23.2% | +75.0% | +53.2% |
| YTD | +45.4% | -49.1% | +94.6% | +49.4% |
| 1Y | +40.8% | -42.4% | +83.2% | +43.3% |
| 3Y | +448.8% | +5.4% | +443.5% | +371.2% |
| All | +448.8% | +2.1% | +446.7% | +371.2% |
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 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