+26.5%
USHY vs UPST
-21.5%
+48.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | -0.2% |
| 7D | +0.3% | -4.5% | +4.8% | +0.4% |
| 30D | +0.4% | -15.3% | +15.7% | +0.8% |
| 3M | -1.3% | -32.4% | +31.1% | -0.5% |
| 6M | -0.4% | -29.5% | +29.1% | +0.2% |
| YTD | +1.0% | -53.3% | +54.3% | +2.3% |
| 1Y | +2.0% | -47.4% | +49.4% | +3.0% |
| 3Y | +25.6% | -2.2% | +27.8% | +23.0% |
| 5Y | +20.0% | -92.0% | +112.0% | +17.1% |
| All | +26.5% | -21.5% | +48.0% | +24.2% |
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