-33.6%
UPST vs HALO
+137.6%
-171.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | -10.6% | -3.2% | -7.4% | -9.0% |
| 30D | -14.0% | -14.2% | +0.2% | -7.3% |
| 3M | -36.8% | -0.4% | -36.4% | -37.7% |
| 6M | -27.5% | +43.2% | -70.7% | -43.1% |
| YTD | -55.3% | +49.0% | -104.3% | -66.0% |
| 1Y | -47.5% | +40.8% | -88.4% | -59.0% |
| 3Y | -10.4% | +167.4% | -177.8% | -61.5% |
| 5Y | -92.6% | +157.4% | -250.0% | -96.8% |
| All | -33.6% | +137.6% | -171.2% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 10y: compounded portfolio wealth divided by compounded HALO 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…
10y analysis · Full analysis span regression · 6 months rolling