+1.9%
USHY vs UPST
-47.2%
+49.0%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | -0.1% |
| 7D | +0.3% | -4.5% | +4.8% | +0.4% |
| 30D | +0.4% | -15.3% | +15.7% | +0.9% |
| 3M | -1.3% | -32.4% | +31.1% | -0.3% |
| 6M | -0.4% | -29.5% | +29.1% | +0.4% |
| YTD | +1.0% | -53.3% | +54.3% | +2.2% |
| All | +1.9% | -47.2% | +49.0% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling