+267.9%
HL vs UPST
-0.4%
+268.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.3% |
| 7D | +0.4% | -8.1% | +8.5% | +1.3% |
| 30D | +18.8% | -14.3% | +33.1% | +20.7% |
| 3M | +43.7% | -16.6% | +60.4% | +46.4% |
| 6M | -1.0% | -7.3% | +6.2% | -0.6% |
| YTD | +8.7% | -40.8% | +49.5% | +13.6% |
| 1Y | +105.0% | -62.4% | +167.4% | +122.1% |
| 3Y | +427.3% | -15.3% | +442.6% | +394.8% |
| 5Y | +249.3% | -91.1% | +340.4% | +243.0% |
| All | +267.9% | -0.4% | +268.3% | +198.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling