+37.3%
XHB vs UPST
-29.4%
+66.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +1.3% | -4.9% | +6.2% | +1.9% |
| 30D | +7.8% | -8.9% | +16.7% | +8.9% |
| 3M | -5.5% | -26.3% | +20.9% | -2.1% |
| 6M | -2.6% | -23.7% | +21.1% | +0.2% |
| YTD | +0.4% | -49.9% | +50.3% | +7.1% |
| 1Y | -1.0% | -42.0% | +41.0% | +3.7% |
| 3Y | +37.3% | -25.3% | +62.6% | +31.1% |
| All | +37.3% | -29.4% | +66.7% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling