+375.2%
ADP vs HUBS
+629.7%
-254.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.9% |
| 7D | -5.5% | -4.3% | -1.2% | -4.7% |
| 30D | -1.2% | +14.2% | -15.5% | -4.0% |
| 3M | +17.9% | +15.5% | +2.3% | +13.3% |
| 6M | +20.3% | -18.9% | +39.3% | +21.9% |
| YTD | +5.8% | -40.1% | +45.9% | +12.5% |
| 1Y | -7.7% | -51.8% | +44.1% | +1.4% |
| 3Y | +14.7% | -55.2% | +70.0% | +24.1% |
| 5Y | +45.8% | -64.7% | +110.5% | +54.6% |
| 10Y | +270.5% | +327.0% | -56.5% | +131.8% |
| All | +375.2% | +629.7% | -254.4% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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