+206.9%
HUBB vs UPST
-26.3%
+233.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.6% | -0.8% |
| 7D | +4.6% | -13.5% | +18.1% | +5.5% |
| 30D | -8.4% | -19.6% | +11.3% | -7.2% |
| 3M | -14.3% | -34.2% | +19.8% | -12.2% |
| 6M | -9.3% | -31.2% | +21.9% | -7.6% |
| YTD | -0.5% | -56.2% | +55.7% | +3.8% |
| 1Y | -2.1% | -51.7% | +49.5% | +1.3% |
| 3Y | +57.2% | -8.2% | +65.5% | +53.5% |
| 5Y | +127.1% | -92.8% | +219.9% | +123.0% |
| All | +206.9% | -26.3% | +233.2% | +188.8% |
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