-86.3%
UPST vs ALHC
-61.4%
-25.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.7% |
| 7D | -10.6% | +0.3% | -10.9% | -10.9% |
| 30D | -14.0% | -10.6% | -3.4% | -11.2% |
| 3M | -36.8% | -45.3% | +8.5% | -25.9% |
| 6M | -27.5% | -59.7% | +32.2% | -10.8% |
| YTD | -55.3% | -62.7% | +7.5% | -44.5% |
| 1Y | -47.5% | -56.1% | +8.6% | -38.7% |
| 3Y | -10.4% | +21.3% | -31.7% | -40.4% |
| 5Y | -92.6% | -66.0% | -26.6% | -93.0% |
| All | -86.3% | -61.4% | -25.0% | -89.6% |
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