-47.5%
UPST vs ALHC
-55.7%
+8.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | -14.0% | -10.6% | -3.4% | -13.0% |
| 3M | -36.8% | -45.3% | +8.5% | -33.7% |
| 6M | -27.5% | -59.7% | +32.2% | -21.4% |
| YTD | -55.3% | -62.7% | +7.5% | -52.3% |
| 1Y | -47.5% | -56.1% | +8.6% | -50.7% |
| All | -47.5% | -55.7% | +8.1% | -50.7% |
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