-33.6%
UPST vs HRB
+278.1%
-311.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +2.5% |
| 7D | -10.6% | -5.1% | -5.6% | -9.3% |
| 30D | -14.0% | +8.7% | -22.7% | -16.1% |
| 3M | -36.8% | -5.4% | -31.5% | -36.1% |
| 6M | -27.5% | +41.6% | -69.1% | -36.1% |
| YTD | -55.3% | +18.7% | -73.9% | -58.5% |
| 1Y | -47.5% | +16.4% | -64.0% | -51.1% |
| 3Y | -10.4% | +22.0% | -32.4% | -25.9% |
| 5Y | -92.6% | +141.2% | -233.8% | -95.1% |
| All | -33.6% | +278.1% | -311.7% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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