-24.5%
UPST vs FHN
+121.0%
-145.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | 0.0% |
| 7D | +4.4% | -0.5% | +4.9% | +4.9% |
| 30D | -7.7% | +1.9% | -9.6% | -8.9% |
| 3M | -28.4% | -6.9% | -21.5% | -24.6% |
| 6M | -23.2% | -3.1% | -20.1% | -21.5% |
| YTD | -49.1% | +0.6% | -49.7% | -49.1% |
| 1Y | -42.4% | +12.4% | -54.7% | -46.7% |
| 3Y | +5.4% | +133.7% | -128.4% | -35.1% |
| 5Y | -92.9% | +61.4% | -154.3% | -94.8% |
| All | -24.5% | +121.0% | -145.5% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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