+81.4%
HAL vs UPST
-20.9%
+102.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.6% | +3.3% |
| 7D | -0.2% | -12.1% | +11.8% | +0.3% |
| 30D | +1.0% | -13.4% | +14.4% | +1.6% |
| 3M | -2.1% | -31.2% | +29.1% | -0.7% |
| 6M | -17.5% | -28.3% | +10.9% | -16.7% |
| YTD | +18.1% | -53.0% | +71.1% | +21.3% |
| 1Y | +19.7% | -47.2% | +66.9% | +22.1% |
| 3Y | -7.9% | -1.5% | -6.4% | -10.1% |
| 5Y | +53.1% | -91.6% | +144.7% | +50.0% |
| All | +81.4% | -20.9% | +102.3% | +68.8% |
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