+197.3%
HLT vs UPST
-1.6%
+198.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -1.6% | -8.8% | +7.2% | -1.0% |
| 30D | -5.0% | -12.1% | +7.0% | -4.3% |
| 3M | -10.4% | -19.5% | +9.1% | -9.4% |
| 6M | +3.2% | -6.8% | +10.1% | +3.1% |
| YTD | +6.7% | -41.5% | +48.2% | +9.4% |
| 1Y | +10.3% | -58.9% | +69.1% | +15.0% |
| 3Y | +99.3% | -15.2% | +114.5% | +91.5% |
| 5Y | +143.7% | -90.5% | +234.2% | +132.0% |
| All | +197.3% | -1.6% | +198.9% | +187.0% |
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