-84.7%
UPST vs ALHC
-61.5%
-23.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.3% |
| 7D | -4.9% | +1.0% | -5.9% | -5.1% |
| 30D | -8.9% | -14.2% | +5.3% | -5.1% |
| 3M | -26.3% | -45.1% | +18.8% | -13.6% |
| 6M | -23.7% | -59.5% | +35.8% | -6.3% |
| YTD | -49.9% | -62.8% | +12.9% | -37.7% |
| 1Y | -42.0% | -55.5% | +13.5% | -32.4% |
| 3Y | -25.3% | +25.7% | -51.0% | -51.2% |
| 5Y | -93.4% | -66.8% | -26.6% | -93.8% |
| All | -84.7% | -61.5% | -23.2% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling