+202.2%
HLT vs UPST
+7.9%
+194.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -3.3% | -3.5% | +0.2% | -3.1% |
| 30D | -4.1% | -7.1% | +3.0% | -3.7% |
| 3M | -7.9% | -13.1% | +5.1% | -7.3% |
| 6M | +2.2% | -1.1% | +3.2% | +1.7% |
| YTD | +8.5% | -35.9% | +44.3% | +10.5% |
| 1Y | +12.1% | -57.4% | +69.5% | +16.7% |
| 3Y | +107.6% | -14.9% | +122.5% | +99.2% |
| 5Y | +156.4% | -88.7% | +245.0% | +142.6% |
| All | +202.2% | +7.9% | +194.3% | +190.0% |
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 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