+201.4%
B vs HUBS
+323.9%
-122.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -2.4% | -9.0% | +6.6% | -2.0% |
| 30D | +6.3% | +7.2% | -0.9% | +5.9% |
| 3M | +12.1% | +20.9% | -8.7% | +10.5% |
| 6M | -3.1% | -13.0% | +9.9% | -3.3% |
| YTD | +2.0% | -43.8% | +45.8% | +4.5% |
| 1Y | +51.7% | -54.6% | +106.3% | +57.5% |
| 3Y | +190.5% | -58.5% | +249.0% | +199.3% |
| 5Y | +158.0% | -66.4% | +224.4% | +160.6% |
| All | +201.4% | +323.9% | -122.5% | +133.6% |
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