-40.5%
HUBS vs UPST
-1.6%
-38.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -9.0% | -8.8% | -0.2% | -7.5% |
| 30D | +7.2% | -12.1% | +19.3% | +9.8% |
| 3M | +20.9% | -19.5% | +40.4% | +25.3% |
| 6M | -13.0% | -6.8% | -6.2% | -12.6% |
| YTD | -43.8% | -41.5% | -2.4% | -39.2% |
| 1Y | -54.6% | -58.9% | +4.2% | -48.1% |
| 3Y | -58.5% | -15.2% | -43.3% | -62.6% |
| 5Y | -66.4% | -90.5% | +24.1% | -68.0% |
| All | -40.5% | -1.6% | -38.9% | -49.9% |
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