+382.3%
APP vs HUBS
-56.9%
+439.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +4.8% |
| 7D | +0.3% | -12.4% | +12.7% | +8.1% |
| 30D | -1.3% | +1.4% | -2.7% | -4.1% |
| 3M | -36.2% | +16.0% | -52.2% | -44.3% |
| 6M | -34.1% | -17.0% | -17.1% | -32.8% |
| YTD | -53.3% | -44.3% | -9.0% | -40.2% |
| 1Y | -44.5% | -54.3% | +9.8% | -22.0% |
| 3Y | +646.7% | -58.4% | +705.0% | +999.3% |
| 5Y | +306.4% | -66.7% | +373.1% | +507.6% |
| All | +382.3% | -56.9% | +439.3% | +530.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling