+264.9%
HL vs UPST
+7.9%
+257.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | +1.5% | -3.5% | +5.0% | +1.9% |
| 30D | +25.1% | -7.1% | +32.2% | +26.0% |
| 3M | +22.9% | -13.1% | +36.0% | +24.7% |
| 6M | -4.9% | -1.1% | -3.8% | -5.1% |
| YTD | +7.8% | -35.9% | +43.7% | +11.8% |
| 1Y | +133.9% | -57.4% | +191.3% | +150.3% |
| 3Y | +380.9% | -14.9% | +395.8% | +350.2% |
| 5Y | +230.2% | -88.7% | +318.9% | +218.9% |
| All | +264.9% | +7.9% | +257.0% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling