-6.5%
UPST vs ALHC
+27.8%
-34.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.5% | -13.8% | -9.1% |
| 7D | -4.5% | +3.8% | -8.3% | -5.0% |
| 30D | -15.3% | +1.7% | -17.0% | -15.6% |
| 3M | -32.4% | -44.3% | +11.9% | -27.2% |
| 6M | -29.5% | -57.2% | +27.7% | -22.4% |
| YTD | -53.3% | -61.2% | +7.8% | -48.1% |
| 1Y | -47.4% | -53.2% | +5.8% | -43.5% |
| All | -6.5% | +27.8% | -34.4% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling