-4.8%
UPST vs FHN
+132.6%
-137.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.5% | +1.2% | -4.7% | -4.4% |
| 30D | -7.1% | -4.7% | -2.4% | -3.9% |
| 3M | -13.1% | +3.5% | -16.6% | -15.7% |
| 6M | -1.1% | +7.8% | -8.9% | -6.9% |
| YTD | -35.9% | +5.9% | -41.7% | -38.3% |
| 1Y | -57.4% | +12.5% | -69.9% | -61.0% |
| 3Y | -14.9% | +117.2% | -132.1% | -46.0% |
| 5Y | -88.7% | +86.5% | -175.2% | -92.3% |
| All | -4.8% | +132.6% | -137.4% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling