-4.8%
UPST vs HALO
+161.1%
-165.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.5% | +4.6% | -8.1% | -6.0% |
| 30D | -7.1% | +31.8% | -38.9% | -21.5% |
| 3M | -13.1% | +53.9% | -67.0% | -33.1% |
| 6M | -1.1% | +57.4% | -58.5% | -25.5% |
| YTD | -35.9% | +63.7% | -99.6% | -53.0% |
| 1Y | -57.4% | +50.1% | -107.5% | -67.4% |
| 3Y | -14.9% | +157.3% | -172.2% | -60.8% |
| 5Y | -88.7% | +161.0% | -249.6% | -95.1% |
| All | -4.8% | +161.1% | -165.9% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling