+21.8%
AGG vs HUBS
+583.9%
-562.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.1% | -9.0% | +7.9% | -0.9% |
| 30D | -1.1% | +7.2% | -8.4% | -1.3% |
| 3M | -1.9% | +20.9% | -22.8% | -2.2% |
| 6M | -1.7% | -13.0% | +11.3% | -1.7% |
| YTD | -1.3% | -43.8% | +42.6% | -0.8% |
| 1Y | -0.7% | -54.6% | +53.9% | 0.0% |
| 3Y | +12.5% | -58.5% | +70.9% | +13.1% |
| 5Y | -2.5% | -66.4% | +63.9% | -2.5% |
| 10Y | +14.2% | +319.2% | -305.0% | +14.2% |
| All | +21.8% | +583.9% | -562.1% | +22.3% |
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