+48.6%
HAS vs UPST
-93.6%
+142.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.2% | -4.9% | +4.8% | +0.3% |
| 30D | +31.0% | -8.9% | +39.9% | +32.0% |
| 3M | +30.7% | -26.3% | +57.0% | +34.1% |
| 6M | +23.9% | -23.7% | +47.6% | +26.3% |
| YTD | +48.3% | -49.9% | +98.3% | +56.1% |
| 1Y | +60.2% | -42.0% | +102.2% | +65.9% |
| 3Y | +189.2% | -25.3% | +214.5% | +173.0% |
| All | +48.6% | -93.6% | +142.1% | +42.0% |
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