+606.1%
COST vs HUBS
+323.9%
+282.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.2% | -9.0% | +7.8% | -0.1% |
| 30D | -4.7% | +7.2% | -12.0% | -5.8% |
| 3M | -7.1% | +20.9% | -28.0% | -10.2% |
| 6M | -8.5% | -13.0% | +4.5% | -9.0% |
| YTD | +5.4% | -43.8% | +49.2% | +10.5% |
| 1Y | -5.6% | -54.6% | +49.0% | +1.5% |
| 3Y | +68.5% | -58.5% | +126.9% | +79.8% |
| 5Y | +105.2% | -66.4% | +171.7% | +113.4% |
| All | +606.1% | +323.9% | +282.2% | +456.8% |
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 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