-8.4%
UPST vs FHN
+130.1%
-138.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.0% |
| 7D | -1.5% | +2.7% | -4.2% | -3.4% |
| 30D | -13.2% | -3.1% | -10.1% | -11.3% |
| 3M | -13.0% | +2.3% | -15.3% | -14.8% |
| 6M | -2.9% | +9.7% | -12.6% | -9.8% |
| YTD | -38.3% | +4.7% | -43.0% | -40.2% |
| 1Y | -60.5% | +13.8% | -74.2% | -64.0% |
| 3Y | -11.7% | +131.6% | -143.3% | -45.6% |
| 5Y | -90.2% | +91.1% | -181.3% | -93.4% |
| All | -8.4% | +130.1% | -138.5% | -37.8% |
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