+736.1%
HWM vs UPST
-24.8%
+760.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.2% |
| 7D | +7.3% | -10.6% | +17.9% | +8.0% |
| 30D | +1.6% | -14.0% | +15.6% | +2.4% |
| 3M | -21.9% | -36.8% | +15.0% | -19.7% |
| 6M | -19.0% | -27.5% | +8.5% | -17.8% |
| YTD | +7.9% | -55.3% | +63.2% | +12.5% |
| 1Y | +9.9% | -47.5% | +57.5% | +13.3% |
| 3Y | +342.1% | -10.4% | +352.6% | +323.6% |
| 5Y | +600.8% | -92.6% | +693.4% | +596.9% |
| All | +736.1% | -24.8% | +760.9% | +669.5% |
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