-91.6%
UPST vs FHN
+61.2%
-152.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.7% |
| 7D | -10.6% | +2.1% | -12.8% | -12.1% |
| 30D | -14.0% | +3.8% | -17.8% | -16.3% |
| 3M | -36.8% | -8.9% | -27.9% | -32.1% |
| 6M | -27.5% | +1.8% | -29.3% | -28.8% |
| YTD | -55.3% | +0.6% | -55.9% | -55.3% |
| 1Y | -47.5% | +12.9% | -60.5% | -52.0% |
| 3Y | -10.4% | +126.4% | -136.8% | -45.0% |
| All | -91.6% | +61.2% | -152.8% | -94.2% |
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