+133.9%
HL vs UPST
-56.5%
+190.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +1.5% | -3.5% | +5.0% | +2.2% |
| 30D | +25.1% | -7.1% | +32.2% | +26.8% |
| 3M | +22.9% | -13.1% | +36.0% | +25.8% |
| 6M | -4.9% | -1.1% | -3.8% | -4.0% |
| YTD | +7.8% | -35.9% | +43.7% | +10.9% |
| 1Y | +133.9% | -57.4% | +191.3% | +123.7% |
| All | +133.9% | -56.5% | +190.4% | +123.7% |
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