+332.2%
APP vs HUBS
-66.4%
+398.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.5% |
| 7D | +1.1% | -9.0% | +10.1% | +6.8% |
| 30D | +6.6% | +7.2% | -0.6% | 0.0% |
| 3M | -32.3% | +20.9% | -53.2% | -42.5% |
| 6M | -29.8% | -13.0% | -16.8% | -30.6% |
| YTD | -51.9% | -43.8% | -8.1% | -38.3% |
| 1Y | -43.3% | -54.6% | +11.3% | -19.0% |
| 3Y | +664.1% | -58.5% | +722.5% | +1,035.0% |
| All | +332.2% | -66.4% | +398.6% | +560.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling