-8.4%
UPST vs BAH
-10.1%
+1.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.4% |
| 7D | -1.5% | -4.3% | +2.8% | +0.5% |
| 30D | -13.2% | -4.5% | -8.8% | -11.4% |
| 3M | -13.0% | -7.6% | -5.4% | -10.5% |
| 6M | -2.9% | -10.6% | +7.7% | +0.6% |
| YTD | -38.3% | -12.6% | -25.7% | -35.5% |
| 1Y | -60.5% | -27.0% | -33.5% | -55.1% |
| 3Y | -11.7% | -31.5% | +19.7% | -3.5% |
| 5Y | -90.2% | -3.8% | -86.3% | -91.4% |
| All | -8.4% | -10.1% | +1.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling