-33.6%
UPST vs HBM
+221.4%
-255.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.7% |
| 7D | -10.6% | +2.2% | -12.9% | -11.6% |
| 30D | -14.0% | -11.8% | -2.2% | -9.1% |
| 3M | -36.8% | -19.2% | -17.6% | -31.0% |
| 6M | -27.5% | -22.9% | -4.6% | -21.2% |
| YTD | -55.3% | +7.8% | -63.1% | -60.7% |
| 1Y | -47.5% | +34.9% | -82.5% | -58.9% |
| 3Y | -10.4% | +422.2% | -432.6% | -67.6% |
| 5Y | -92.6% | +192.8% | -285.4% | -96.5% |
| All | -33.6% | +221.4% | -255.1% | -70.4% |
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