+222.8%
HUBB vs UPST
+7.9%
+214.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | +0.5% | -3.5% | +4.1% | +0.8% |
| 30D | -10.0% | -7.1% | -2.9% | -9.6% |
| 3M | -4.8% | -13.1% | +8.3% | -4.1% |
| 6M | -5.6% | -1.1% | -4.5% | -6.0% |
| YTD | +4.7% | -35.9% | +40.5% | +6.7% |
| 1Y | +6.7% | -57.4% | +64.1% | +11.2% |
| 3Y | +45.8% | -14.9% | +60.6% | +41.4% |
| 5Y | +145.9% | -88.7% | +234.6% | +136.1% |
| All | +222.8% | +7.9% | +214.9% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling