+49.5%
EQT vs HUBS
+320.5%
-271.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | -1.2% | -12.4% | +11.2% | +0.4% |
| 30D | +1.1% | +1.4% | -0.3% | +0.6% |
| 3M | +4.8% | +16.0% | -11.2% | +1.6% |
| 6M | -10.6% | -17.0% | +6.4% | -10.6% |
| YTD | +3.4% | -44.3% | +47.7% | +8.6% |
| 1Y | +8.7% | -54.3% | +63.0% | +16.7% |
| 3Y | +35.0% | -58.4% | +93.3% | +43.8% |
| 5Y | +204.2% | -66.7% | +270.9% | +215.8% |
| All | +49.5% | +320.5% | -271.0% | -11.7% |
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