+57.7%
HAS vs UPST
-49.8%
+107.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | +1.4% | -10.6% | +12.0% | +2.7% |
| 30D | +26.3% | -14.0% | +40.3% | +28.4% |
| 3M | +25.6% | -36.8% | +62.4% | +31.8% |
| 6M | +30.3% | -27.5% | +57.8% | +34.0% |
| YTD | +50.4% | -55.3% | +105.6% | +62.0% |
| 1Y | +57.7% | -47.5% | +105.3% | +65.3% |
| All | +57.7% | -49.8% | +107.6% | +65.3% |
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