+25.0%
HL vs UPST
-48.7%
+73.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +9.4% | +3.8% | +10.4% |
| 7D | +0.2% | -3.1% | +3.3% | +1.0% |
| 30D | -12.1% | -4.0% | -8.1% | -11.3% |
| 3M | -2.8% | -22.9% | +20.0% | +3.4% |
| 6M | -14.9% | -27.1% | +12.2% | -8.2% |
| YTD | -22.0% | -46.5% | +24.5% | -14.5% |
| 1Y | +25.0% | -49.4% | +74.4% | +37.8% |
| All | +25.0% | -48.7% | +73.7% | +37.8% |
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