+594.5%
HWM vs UPST
-92.3%
+686.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.6% | +2.0% |
| 7D | -1.8% | -4.5% | +2.7% | -1.5% |
| 30D | -2.7% | -15.3% | +12.6% | -1.6% |
| 3M | -22.7% | -32.4% | +9.7% | -20.5% |
| 6M | -18.9% | -29.5% | +10.6% | -17.2% |
| YTD | +7.1% | -53.3% | +60.4% | +12.2% |
| 1Y | +4.7% | -47.4% | +52.0% | +8.5% |
| 3Y | +345.6% | -2.2% | +347.8% | +317.9% |
| All | +594.5% | -92.3% | +686.8% | +605.2% |
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 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