-25.3%
UPST vs ALHC
+21.9%
-47.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.7% |
| 7D | -4.9% | +1.0% | -5.9% | -4.9% |
| 30D | -8.9% | -14.2% | +5.3% | -7.0% |
| 3M | -26.3% | -45.1% | +18.8% | -20.4% |
| 6M | -23.7% | -59.5% | +35.8% | -15.3% |
| YTD | -49.9% | -62.8% | +12.9% | -44.0% |
| 1Y | -42.0% | -55.5% | +13.5% | -37.2% |
| 3Y | -25.3% | +25.7% | -51.0% | -38.0% |
| All | -25.3% | +21.9% | -47.2% | -38.0% |
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