+718.8%
HWM vs UPST
-14.4%
+733.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.4% | +5.0% |
| 7D | +1.6% | +4.4% | -2.8% | +1.3% |
| 30D | -3.9% | -7.7% | +3.7% | -3.6% |
| 3M | -23.2% | -28.4% | +5.2% | -21.7% |
| 6M | -20.0% | -23.2% | +3.2% | -19.0% |
| YTD | +5.7% | -49.1% | +54.8% | +9.3% |
| 1Y | +4.9% | -42.4% | +47.2% | +7.4% |
| 3Y | +347.0% | +5.4% | +341.6% | +324.0% |
| 5Y | +563.0% | -92.9% | +655.9% | +557.4% |
| All | +718.8% | -14.4% | +733.2% | +647.5% |
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