-90.7%
UPST vs HALO
+157.2%
-247.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | -12.0% | -3.4% | -8.6% | -10.1% |
| 30D | -16.0% | +4.3% | -20.3% | -18.1% |
| 3M | -17.2% | +51.8% | -68.9% | -36.8% |
| 6M | -10.9% | +57.8% | -68.7% | -34.2% |
| YTD | -42.6% | +59.0% | -101.6% | -58.1% |
| 1Y | -59.8% | +41.2% | -100.9% | -68.6% |
| 3Y | -17.9% | +177.8% | -195.7% | -68.0% |
| 5Y | -90.7% | +159.5% | -250.2% | -96.4% |
| All | -90.7% | +157.2% | -247.9% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling