+741.5%
HWM vs UPST
-88.8%
+830.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | -2.1% | -3.5% | +1.4% | -1.8% |
| 30D | -11.0% | -7.1% | -3.9% | -10.6% |
| 3M | +4.0% | -13.1% | +17.1% | +4.9% |
| 6M | -0.2% | -1.1% | +0.9% | -0.9% |
| YTD | +26.7% | -35.9% | +62.5% | +29.8% |
| 1Y | +44.7% | -57.4% | +102.1% | +52.6% |
| 3Y | +426.1% | -14.9% | +441.0% | +395.8% |
| All | +741.5% | -88.8% | +830.3% | +752.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling