+391.7%
APP vs HUBS
-52.3%
+443.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.2% | +3.9% |
| 7D | +0.9% | -5.0% | +5.9% | +3.6% |
| 30D | -23.3% | -1.0% | -22.2% | -23.8% |
| 3M | -42.6% | +12.4% | -55.0% | -48.7% |
| 6M | -33.6% | -11.1% | -22.5% | -34.7% |
| YTD | -52.4% | -38.3% | -14.1% | -42.5% |
| 1Y | -35.9% | -46.7% | +10.8% | -18.2% |
| 3Y | +642.2% | -55.1% | +697.3% | +950.4% |
| 5Y | +311.1% | -64.8% | +375.9% | +488.4% |
| All | +391.7% | -52.3% | +443.9% | +505.8% |
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