-12.1%
UPST vs HRB
+241.2%
-253.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | -8.1% | -10.6% | +2.5% | -5.1% |
| 30D | -14.3% | -0.8% | -13.5% | -14.7% |
| 3M | -16.6% | +19.1% | -35.7% | -22.0% |
| 6M | -7.3% | +48.7% | -56.0% | -20.7% |
| YTD | -40.8% | +7.1% | -47.9% | -43.2% |
| 1Y | -62.4% | -8.3% | -54.1% | -62.4% |
| 3Y | -15.3% | +25.8% | -41.1% | -32.4% |
| 5Y | -91.1% | +111.1% | -202.2% | -93.9% |
| All | -12.1% | +241.2% | -253.4% | -29.8% |
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