+3.5%
USHY vs UPST
-62.6%
+66.1%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | -0.7% | -12.0% | +11.3% | -0.4% |
| 30D | -0.5% | -16.0% | +15.5% | -0.1% |
| 3M | +0.5% | -17.2% | +17.7% | +0.9% |
| 6M | +1.5% | -10.9% | +12.4% | +1.5% |
| YTD | +1.7% | -42.6% | +44.3% | +2.5% |
| 1Y | +3.5% | -59.8% | +63.3% | +4.9% |
| All | +3.5% | -62.6% | +66.1% | +4.9% |
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 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