+22.0%
HAS vs UPST
+7.9%
+14.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -1.8% | -3.5% | +1.7% | -1.6% |
| 30D | +2.3% | -7.1% | +9.4% | +2.7% |
| 3M | +10.4% | -13.1% | +23.4% | +11.2% |
| 6M | -3.2% | -1.1% | -2.1% | -3.7% |
| YTD | +15.4% | -35.9% | +51.3% | +17.9% |
| 1Y | +18.8% | -57.4% | +76.2% | +24.2% |
| 3Y | +43.9% | -14.9% | +58.8% | +37.7% |
| 5Y | +13.9% | -88.7% | +102.6% | +6.8% |
| All | +22.0% | +7.9% | +14.1% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling