-73.2%
HTZ vs UPST
-43.8%
-29.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.3% | -15.5% | -19.6% |
| 7D | -7.7% | -10.9% | +3.1% | -5.4% |
| 30D | -13.1% | -7.2% | -5.9% | -11.6% |
| 3M | +14.7% | -26.7% | +41.4% | +21.5% |
| 6M | -70.6% | -29.0% | -41.6% | -69.1% |
| YTD | -65.2% | -49.4% | -15.8% | -59.6% |
| 1Y | -73.2% | -47.0% | -26.2% | -69.9% |
| All | -73.2% | -43.8% | -29.4% | -69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling