-14.2%
UPST vs HALO
+178.6%
-192.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -8.1% | -2.1% | -6.0% | -7.3% |
| 30D | -14.3% | +4.6% | -18.9% | -15.7% |
| 3M | -16.6% | +50.2% | -66.9% | -29.4% |
| 6M | -7.3% | +57.6% | -64.9% | -23.3% |
| YTD | -40.8% | +59.6% | -100.4% | -51.3% |
| 1Y | -62.4% | +41.2% | -103.6% | -67.7% |
| All | -14.2% | +178.6% | -192.7% | -56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling