+153.7%
HUBB vs UPST
-90.2%
+243.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.2% |
| 7D | +4.8% | -1.5% | +6.3% | +5.0% |
| 30D | -9.3% | -13.2% | +3.9% | -8.2% |
| 3M | -3.9% | -13.0% | +9.1% | -2.9% |
| 6M | -0.8% | -2.9% | +2.0% | -1.4% |
| YTD | +5.6% | -38.3% | +43.9% | +8.7% |
| 1Y | +7.7% | -60.5% | +68.2% | +14.7% |
| 3Y | +47.5% | -11.7% | +59.2% | +40.4% |
| 5Y | +153.7% | -90.2% | +243.8% | +145.9% |
| All | +153.7% | -90.2% | +243.9% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling