+51.2%
HAS vs UPST
-93.2%
+144.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.2% |
| 7D | 0.0% | -10.9% | +10.8% | +1.0% |
| 30D | +31.3% | -7.2% | +38.5% | +32.1% |
| 3M | +32.1% | -26.7% | +58.8% | +35.7% |
| 6M | +28.1% | -29.0% | +57.1% | +31.4% |
| YTD | +49.1% | -49.4% | +98.5% | +56.7% |
| 1Y | +60.5% | -47.0% | +107.5% | +67.5% |
| 3Y | +183.9% | -27.0% | +210.9% | +168.5% |
| 5Y | +51.2% | -93.3% | +144.5% | +43.2% |
| All | +51.2% | -93.2% | +144.4% | +43.2% |
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