-73.9%
HUBS vs UPST
-92.5%
+18.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.2% |
| 7D | +8.3% | -10.6% | +18.9% | +11.0% |
| 30D | -4.0% | -14.0% | +10.0% | -1.1% |
| 3M | -9.7% | -36.8% | +27.2% | -0.3% |
| 6M | +21.4% | -27.5% | +48.9% | +28.9% |
| YTD | -45.9% | -55.3% | +9.4% | -36.6% |
| 1Y | -44.4% | -47.5% | +3.2% | -37.3% |
| 3Y | -49.7% | -10.4% | -39.2% | -58.0% |
| All | -73.9% | -92.5% | +18.6% | -65.0% |
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