+87.5%
XHB vs UPST
+7.9%
+79.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | -1.3% | -3.5% | +2.3% | -1.0% |
| 30D | -6.9% | -7.1% | +0.2% | -6.3% |
| 3M | -1.3% | -13.1% | +11.8% | -0.1% |
| 6M | -6.8% | -1.1% | -5.7% | -7.2% |
| YTD | +0.7% | -35.9% | +36.6% | +3.8% |
| 1Y | -11.2% | -57.4% | +46.2% | -5.5% |
| 3Y | +25.3% | -14.9% | +40.2% | +17.7% |
| 5Y | +37.3% | -88.7% | +126.0% | +28.8% |
| All | +87.5% | +7.9% | +79.6% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling