+164.7%
HLT vs UPST
-92.5%
+257.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +0.7% | -10.6% | +11.4% | +1.6% |
| 30D | +13.7% | -14.0% | +27.7% | +15.0% |
| 3M | +16.3% | -36.8% | +53.2% | +20.6% |
| 6M | +19.9% | -27.5% | +47.4% | +22.4% |
| YTD | +30.1% | -55.3% | +85.3% | +37.2% |
| 1Y | +38.5% | -47.5% | +86.1% | +43.9% |
| 3Y | +131.0% | -10.4% | +141.5% | +115.9% |
| All | +164.7% | -92.5% | +257.2% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling