-36.5%
HUBS vs UPST
+3.8%
-40.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -2.2% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | +14.2% | -13.2% | +27.5% | +17.2% |
| 3M | +15.5% | -13.0% | +28.5% | +18.0% |
| 6M | -18.9% | -2.9% | -16.1% | -19.2% |
| YTD | -40.1% | -38.3% | -1.8% | -35.7% |
| 1Y | -51.8% | -60.5% | +8.7% | -44.5% |
| 3Y | -55.2% | -11.7% | -43.5% | -60.0% |
| 5Y | -64.7% | -90.2% | +25.5% | -66.7% |
| All | -36.5% | +3.8% | -40.3% | -47.1% |
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