-33.6%
UPST vs UTHR
+297.1%
-330.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -10.6% | +5.2% | -15.8% | -11.9% |
| 30D | -14.0% | +9.5% | -23.5% | -16.0% |
| 3M | -36.8% | +17.9% | -54.8% | -39.9% |
| 6M | -27.5% | +2.0% | -29.5% | -28.3% |
| YTD | -55.3% | +21.3% | -76.6% | -58.6% |
| 1Y | -47.5% | +27.9% | -75.4% | -52.2% |
| 3Y | -10.4% | +162.3% | -172.8% | -39.3% |
| 5Y | -92.6% | +190.7% | -283.3% | -95.2% |
| All | -33.6% | +297.1% | -330.7% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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