+255.0%
HL vs UPST
-29.4%
+284.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | +8.9% | -4.9% | +13.9% | +9.9% |
| 30D | -10.1% | -8.9% | -1.2% | -8.6% |
| 3M | -7.0% | -26.3% | +19.3% | -2.4% |
| 6M | -18.8% | -23.7% | +5.0% | -15.2% |
| YTD | -23.1% | -49.9% | +26.8% | -15.8% |
| 1Y | +8.9% | -42.0% | +50.9% | +16.7% |
| 3Y | +255.0% | -25.3% | +280.3% | +209.5% |
| All | +255.0% | -29.4% | +284.4% | +209.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling