+15.2%
BABA vs HUBS
+323.9%
-308.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -3.5% | -9.0% | +5.5% | -1.3% |
| 30D | -12.7% | +7.2% | -20.0% | -14.9% |
| 3M | -3.0% | +20.9% | -23.9% | -9.6% |
| 6M | -19.1% | -13.0% | -6.0% | -20.1% |
| YTD | -24.7% | -43.8% | +19.1% | -17.9% |
| 1Y | -29.0% | -54.6% | +25.6% | -18.8% |
| 3Y | +30.9% | -58.5% | +89.4% | +46.5% |
| 5Y | -30.9% | -66.4% | +35.5% | -25.0% |
| All | +15.2% | +323.9% | -308.6% | -49.1% |
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