-11.7%
UPST vs FHN
+132.7%
-144.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.5% | +1.2% | -4.7% | -4.8% |
| 30D | -7.1% | -4.7% | -2.4% | -2.1% |
| 3M | -13.1% | +3.5% | -16.6% | -17.4% |
| 6M | -1.1% | +7.8% | -8.9% | -10.8% |
| YTD | -35.9% | +5.9% | -41.7% | -40.4% |
| 1Y | -57.4% | +12.5% | -69.9% | -63.7% |
| All | -11.7% | +132.7% | -144.5% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling