-4.8%
UPST vs HBM
+312.3%
-317.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -3.5% | -6.4% | +2.8% | -0.6% |
| 30D | -7.1% | +5.9% | -13.0% | -9.9% |
| 3M | -13.1% | -8.9% | -4.2% | -11.2% |
| 6M | -1.1% | +10.7% | -11.8% | -9.9% |
| YTD | -35.9% | +38.3% | -74.1% | -49.2% |
| 1Y | -57.4% | +121.3% | -178.8% | -74.2% |
| 3Y | -14.9% | +450.6% | -465.5% | -69.4% |
| 5Y | -88.7% | +338.0% | -426.6% | -95.4% |
| All | -4.8% | +312.3% | -317.1% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling