+679.3%
HWM vs UPST
-15.8%
+695.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.6% |
| 7D | +3.4% | -4.9% | +8.3% | +3.6% |
| 30D | -7.5% | -8.9% | +1.3% | -7.1% |
| 3M | -28.9% | -26.3% | -2.6% | -27.6% |
| 6M | -19.6% | -23.7% | +4.1% | -18.6% |
| YTD | +0.6% | -49.9% | +50.5% | +4.1% |
| 1Y | +0.3% | -42.0% | +42.3% | +2.7% |
| 3Y | +326.1% | -25.3% | +351.4% | +311.3% |
| 5Y | +525.2% | -93.4% | +618.6% | +521.5% |
| All | +679.3% | -15.8% | +695.1% | +612.2% |
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 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