+105.3%
HAL vs UPST
-88.8%
+194.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | +2.9% | -3.5% | +6.5% | +3.2% |
| 30D | +17.0% | -7.1% | +24.2% | +17.4% |
| 3M | -9.7% | -13.1% | +3.4% | -9.2% |
| 6M | +8.6% | -1.1% | +9.7% | +7.8% |
| YTD | +33.0% | -35.9% | +68.8% | +35.5% |
| 1Y | +68.3% | -57.4% | +125.7% | +75.3% |
| 3Y | +0.1% | -14.9% | +15.0% | -3.8% |
| All | +105.3% | -88.8% | +194.1% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling