-93.5%
UPST vs FHN
+56.9%
-150.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -4.9% | -1.0% | -3.9% | -4.1% |
| 30D | -8.9% | +0.2% | -9.1% | -8.9% |
| 3M | -26.3% | -9.0% | -17.3% | -20.8% |
| 6M | -23.7% | -6.8% | -16.9% | -19.6% |
| YTD | -49.9% | -1.5% | -48.4% | -49.1% |
| 1Y | -42.0% | +10.9% | -52.9% | -46.1% |
| 3Y | -25.3% | +119.4% | -144.7% | -52.9% |
| All | -93.5% | +56.9% | -150.4% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling