-12.1%
UPST vs HBM
+333.3%
-345.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -8.1% | +5.5% | -13.6% | -10.5% |
| 30D | -14.3% | +3.3% | -17.6% | -16.0% |
| 3M | -16.6% | +12.7% | -29.3% | -22.9% |
| 6M | -7.3% | +28.2% | -35.5% | -21.2% |
| YTD | -40.8% | +45.3% | -86.1% | -54.3% |
| 1Y | -62.4% | +121.7% | -184.1% | -77.2% |
| 3Y | -15.3% | +523.5% | -538.8% | -71.3% |
| 5Y | -91.1% | +393.9% | -485.0% | -96.5% |
| All | -12.1% | +333.3% | -345.5% | -65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling