+75.6%
HAL vs UPST
-14.4%
+90.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -7.9% | +4.4% | -12.3% | -8.1% |
| 30D | -2.1% | -7.7% | +5.6% | -1.8% |
| 3M | +0.4% | -28.4% | +28.9% | +1.7% |
| 6M | -19.2% | -23.2% | +3.9% | -18.7% |
| YTD | +14.4% | -49.1% | +63.5% | +17.0% |
| 1Y | +18.0% | -42.4% | +60.3% | +19.9% |
| 3Y | -9.7% | +5.4% | -15.0% | -12.1% |
| 5Y | +40.1% | -92.9% | +133.1% | +37.2% |
| All | +75.6% | -14.4% | +90.0% | +62.8% |
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