-74.9%
HTZ vs UPST
-24.6%
-50.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.4% | -0.2% | +7.1% |
| 7D | +18.9% | -3.1% | +22.1% | +19.7% |
| 30D | +26.3% | -4.0% | +30.2% | +27.1% |
| 3M | +49.7% | -22.9% | +72.6% | +57.5% |
| 6M | -61.1% | -27.1% | -34.0% | -59.2% |
| YTD | -56.0% | -46.5% | -9.5% | -51.1% |
| 1Y | -66.4% | -49.4% | -17.0% | -62.3% |
| All | -74.9% | -24.6% | -50.4% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling