-30.7%
UPST vs BAH
+9.0%
-39.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.8% | -9.1% | -8.6% |
| 7D | -4.5% | +0.5% | -5.0% | -4.7% |
| 30D | -15.3% | +18.2% | -33.5% | -21.8% |
| 3M | -32.4% | +13.1% | -45.5% | -36.5% |
| 6M | -29.5% | +15.2% | -44.7% | -35.1% |
| YTD | -53.3% | +6.0% | -59.3% | -55.6% |
| 1Y | -47.4% | +3.1% | -50.5% | -49.4% |
| 3Y | -2.2% | -26.2% | +24.0% | +5.2% |
| 5Y | -92.0% | +9.3% | -101.4% | -93.6% |
| All | -30.7% | +9.0% | -39.8% | -42.9% |
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