+60.9%
HAS vs UPST
-48.7%
+109.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +1.8% |
| 7D | +3.3% | -4.5% | +7.8% | +3.8% |
| 30D | +30.5% | -15.3% | +45.9% | +32.8% |
| 3M | +29.9% | -32.4% | +62.3% | +35.2% |
| 6M | +26.5% | -29.5% | +56.1% | +30.6% |
| YTD | +51.9% | -53.3% | +105.3% | +62.9% |
| 1Y | +60.9% | -47.4% | +108.3% | +69.9% |
| All | +60.9% | -48.7% | +109.6% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling