+26.1%
USHY vs UPST
-24.8%
+50.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.2% |
| 7D | -0.4% | -10.6% | +10.2% | -0.2% |
| 30D | +0.6% | -14.0% | +14.6% | +0.9% |
| 3M | -2.0% | -36.8% | +34.8% | -1.1% |
| 6M | -0.5% | -27.5% | +27.0% | 0.0% |
| YTD | +0.6% | -55.3% | +55.9% | +2.0% |
| 1Y | +2.1% | -47.5% | +49.7% | +3.2% |
| 3Y | +25.3% | -10.4% | +35.8% | +22.9% |
| 5Y | +19.7% | -92.6% | +112.3% | +17.0% |
| All | +26.1% | -24.8% | +50.9% | +23.9% |
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