+28.2%
USHY vs UPST
-0.4%
+28.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.1% |
| 7D | -0.1% | -8.1% | +8.0% | +0.1% |
| 30D | 0.0% | -14.3% | +14.3% | +0.3% |
| 3M | +0.8% | -16.6% | +17.5% | +1.2% |
| 6M | +1.9% | -7.3% | +9.2% | +1.9% |
| YTD | +2.3% | -40.8% | +43.0% | +3.1% |
| 1Y | +4.1% | -62.4% | +66.6% | +5.9% |
| 3Y | +27.8% | -15.3% | +43.1% | +25.3% |
| 5Y | +21.5% | -91.1% | +112.6% | +18.1% |
| All | +28.2% | -0.4% | +28.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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