+218.8%
HUBB vs UPST
-0.4%
+219.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.8% |
| 7D | +1.1% | -8.1% | +9.2% | +1.6% |
| 30D | -9.6% | -14.3% | +4.7% | -8.8% |
| 3M | -6.2% | -16.6% | +10.5% | -5.2% |
| 6M | -6.2% | -7.3% | +1.1% | -6.2% |
| YTD | +3.4% | -40.8% | +44.1% | +5.9% |
| 1Y | +5.3% | -62.4% | +67.8% | +10.7% |
| 3Y | +44.4% | -15.3% | +59.7% | +40.4% |
| 5Y | +152.4% | -91.1% | +243.4% | +143.6% |
| All | +218.8% | -0.4% | +219.2% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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