+83.0%
XHB vs UPST
+3.8%
+79.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -2.1% |
| 7D | +0.2% | -1.5% | +1.7% | +0.3% |
| 30D | -9.1% | -13.2% | +4.1% | -7.9% |
| 3M | -2.3% | -13.0% | +10.6% | -1.1% |
| 6M | -4.1% | -2.9% | -1.2% | -4.4% |
| YTD | -1.7% | -38.3% | +36.6% | +1.7% |
| 1Y | -15.1% | -60.5% | +45.3% | -9.0% |
| 3Y | +26.8% | -11.7% | +38.6% | +18.8% |
| 5Y | +37.3% | -90.2% | +127.5% | +29.6% |
| All | +83.0% | +3.8% | +79.2% | +58.9% |
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