+47.5%
HUBB vs UPST
-14.8%
+62.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.3% |
| 7D | +4.8% | -1.5% | +6.3% | +5.0% |
| 30D | -9.3% | -13.2% | +3.9% | -7.9% |
| 3M | -3.9% | -13.0% | +9.1% | -2.7% |
| 6M | -0.8% | -2.9% | +2.0% | -1.6% |
| YTD | +5.6% | -38.3% | +43.9% | +9.7% |
| 1Y | +7.7% | -60.5% | +68.2% | +17.0% |
| 3Y | +47.5% | -11.7% | +59.2% | +41.6% |
| All | +47.5% | -14.8% | +62.3% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling