+554.0%
THC vs UPST
+7.9%
+546.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -0.7% | -3.5% | +2.9% | -0.4% |
| 30D | +1.3% | -7.1% | +8.4% | +1.7% |
| 3M | +64.2% | -13.1% | +77.3% | +65.5% |
| 6M | +8.3% | -1.1% | +9.4% | +7.6% |
| YTD | +33.4% | -35.9% | +69.2% | +36.2% |
| 1Y | +37.7% | -57.4% | +95.1% | +44.5% |
| 3Y | +236.8% | -14.9% | +251.7% | +210.8% |
| 5Y | +249.3% | -88.7% | +337.9% | +218.3% |
| All | +554.0% | +7.9% | +546.1% | +467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling