-80.4%
UPST vs ALHC
-28.9%
-51.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | -0.6% | -3.0% | -3.4% |
| 30D | -7.1% | -1.0% | -6.1% | -7.1% |
| 3M | -13.1% | -10.2% | -2.9% | -13.7% |
| 6M | -1.1% | -28.3% | +27.2% | +3.1% |
| YTD | -35.9% | -31.4% | -4.4% | -32.4% |
| 1Y | -57.4% | -16.9% | -40.5% | -58.2% |
| 3Y | -14.9% | +135.5% | -150.3% | -54.5% |
| 5Y | -88.7% | -33.6% | -55.0% | -91.1% |
| All | -80.4% | -28.9% | -51.5% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling