+86.4%
F vs HUBS
+323.9%
-237.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -4.4% | -9.0% | +4.5% | -2.7% |
| 30D | +1.0% | +7.2% | -6.2% | -0.8% |
| 3M | -4.0% | +20.9% | -24.9% | -8.9% |
| 6M | +18.1% | -13.0% | +31.1% | +16.9% |
| YTD | +10.2% | -43.8% | +54.0% | +18.3% |
| 1Y | +24.3% | -54.6% | +79.0% | +39.0% |
| 3Y | +38.1% | -58.5% | +96.5% | +51.5% |
| 5Y | +50.2% | -66.4% | +116.6% | +58.9% |
| All | +86.4% | +323.9% | -237.4% | +5.7% |
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