+152.1%
HL vs UPST
-21.5%
+173.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.3% | +1.0% | -6.4% |
| 7D | +8.2% | -4.5% | +12.7% | +8.8% |
| 30D | -16.3% | -15.3% | -1.0% | -14.7% |
| 3M | -18.6% | -32.4% | +13.9% | -15.1% |
| 6M | -23.2% | -29.5% | +6.3% | -20.3% |
| YTD | -25.5% | -53.3% | +27.8% | -20.1% |
| 1Y | -4.8% | -47.4% | +42.6% | +0.8% |
| 3Y | +281.4% | -2.2% | +283.6% | +257.9% |
| 5Y | +137.8% | -92.0% | +229.9% | +138.8% |
| All | +152.1% | -21.5% | +173.6% | +109.9% |
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