-11.6%
HL vs UPST
-49.8%
+38.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.6% |
| 7D | -11.1% | -10.6% | -0.5% | -7.6% |
| 30D | -12.1% | -14.0% | +1.9% | -7.5% |
| 3M | -26.1% | -36.8% | +10.7% | -15.1% |
| 6M | -37.7% | -27.5% | -10.2% | -30.4% |
| YTD | -31.7% | -55.3% | +23.6% | -18.9% |
| 1Y | -11.6% | -47.5% | +35.9% | -1.4% |
| All | -11.6% | -49.8% | +38.2% | -1.4% |
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