+63.5%
HAS vs UPST
-20.9%
+84.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | +2.0% | -12.1% | +14.1% | +2.9% |
| 30D | +30.9% | -13.4% | +44.4% | +32.1% |
| 3M | +28.8% | -31.2% | +60.0% | +31.9% |
| 6M | +32.3% | -28.3% | +60.7% | +34.8% |
| YTD | +54.7% | -53.0% | +107.7% | +61.2% |
| 1Y | +63.2% | -47.2% | +110.4% | +68.6% |
| 3Y | +220.7% | -1.5% | +222.2% | +206.1% |
| 5Y | +53.3% | -91.6% | +145.0% | +46.7% |
| All | +63.5% | -20.9% | +84.4% | +56.1% |
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 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