+315.7%
HWM vs UPST
-28.6%
+344.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -5.5% |
| 7D | -2.4% | -10.9% | +8.4% | -1.6% |
| 30D | -13.3% | -7.2% | -6.0% | -12.9% |
| 3M | -31.0% | -26.7% | -4.3% | -29.4% |
| 6M | -17.1% | -29.0% | +11.8% | -15.3% |
| YTD | -1.9% | -49.4% | +47.5% | +2.5% |
| 1Y | -2.4% | -47.0% | +44.6% | +1.3% |
| All | +315.7% | -28.6% | +344.3% | +311.4% |
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