-49.4%
UPST vs ALHC
-51.4%
+2.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.1% | -0.7% | +8.1% |
| 7D | -3.1% | -0.5% | -2.7% | -3.3% |
| 30D | -4.0% | -4.2% | +0.3% | -3.9% |
| 3M | -22.9% | -39.8% | +16.9% | -19.8% |
| 6M | -27.1% | -57.7% | +30.6% | -20.4% |
| YTD | -46.5% | -58.8% | +12.2% | -44.4% |
| 1Y | -49.4% | -52.4% | +2.9% | -55.2% |
| All | -49.4% | -51.4% | +2.0% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling