+276.8%
THC vs UPST
-93.6%
+370.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | +3.7% | -4.9% | +8.6% | +4.2% |
| 30D | +9.0% | -8.9% | +17.9% | +9.9% |
| 3M | +10.4% | -26.3% | +36.7% | +13.2% |
| 6M | +45.7% | -23.7% | +69.4% | +48.3% |
| YTD | +42.6% | -49.9% | +92.5% | +49.6% |
| 1Y | +38.8% | -42.0% | +80.7% | +43.1% |
| 3Y | +418.8% | -25.3% | +444.1% | +367.1% |
| All | +276.8% | -93.6% | +370.3% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling