-93.5%
UPST vs HBM
+205.9%
-299.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.9% |
| 7D | -4.9% | -3.6% | -1.3% | -3.1% |
| 30D | -8.9% | -19.2% | +10.3% | +1.1% |
| 3M | -26.3% | -20.5% | -5.8% | -18.5% |
| 6M | -23.7% | -12.8% | -10.9% | -22.1% |
| YTD | -49.9% | +5.4% | -55.4% | -56.5% |
| 1Y | -42.0% | +33.0% | -74.9% | -56.0% |
| 3Y | -25.3% | +357.3% | -382.6% | -76.0% |
| All | -93.5% | +205.9% | -299.4% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling