-49.7%
HUBS vs UPST
-4.9%
-44.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.2% |
| 7D | +8.3% | -10.6% | +18.9% | +10.6% |
| 30D | -4.0% | -14.0% | +10.0% | -1.5% |
| 3M | -9.7% | -36.8% | +27.2% | -1.7% |
| 6M | +21.4% | -27.5% | +48.9% | +27.9% |
| YTD | -45.9% | -55.3% | +9.4% | -38.3% |
| 1Y | -44.4% | -47.5% | +3.2% | -38.5% |
| 3Y | -49.7% | -10.4% | -39.2% | -51.9% |
| All | -49.7% | -4.9% | -44.8% | -51.9% |
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 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