-15.1%
XHB vs UPST
-59.7%
+44.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.8% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | -9.1% | -13.2% | +4.1% | -7.2% |
| 3M | -2.3% | -13.0% | +10.6% | -0.5% |
| 6M | -4.1% | -2.9% | -1.2% | -4.4% |
| YTD | -1.7% | -38.3% | +36.6% | +2.1% |
| 1Y | -15.1% | -60.5% | +45.3% | -12.4% |
| All | -15.1% | -59.7% | +44.6% | -12.4% |
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