-49.4%
UPST vs HBM
+47.3%
-96.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +8.4% |
| 7D | -3.1% | -5.8% | +2.7% | -1.5% |
| 30D | -4.0% | -18.5% | +14.5% | +1.0% |
| 3M | -22.9% | -10.3% | -12.6% | -21.0% |
| 6M | -27.1% | +2.1% | -29.2% | -28.4% |
| YTD | -46.5% | +12.0% | -58.6% | -51.2% |
| 1Y | -49.4% | +49.8% | -99.2% | -60.3% |
| All | -49.4% | +47.3% | -96.7% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling