-91.6%
UPST vs ALHC
-65.3%
-26.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -12.1% | -5.5% | -6.5% | -10.7% |
| 30D | -13.4% | -4.9% | -8.5% | -12.2% |
| 3M | -31.2% | -41.7% | +10.5% | -20.5% |
| 6M | -28.3% | -55.2% | +26.8% | -14.4% |
| YTD | -53.0% | -61.1% | +8.1% | -42.0% |
| 1Y | -47.2% | -53.3% | +6.2% | -39.3% |
| 3Y | -1.5% | +28.2% | -29.7% | -39.4% |
| 5Y | -91.6% | -65.8% | -25.9% | -92.0% |
| All | -91.6% | -65.3% | -26.4% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling