+90.2%
F vs HUBS
+629.7%
-539.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.7% |
| 7D | +1.2% | -4.3% | +5.4% | +1.9% |
| 30D | +1.2% | +14.2% | -13.0% | -1.6% |
| 3M | -5.7% | +15.5% | -21.2% | -9.5% |
| 6M | +17.9% | -18.9% | +36.9% | +18.6% |
| YTD | +10.4% | -40.1% | +50.5% | +16.7% |
| 1Y | +25.3% | -51.8% | +77.1% | +37.6% |
| 3Y | +37.5% | -55.2% | +92.7% | +48.1% |
| 5Y | +46.5% | -64.7% | +111.2% | +53.7% |
| 10Y | +86.4% | +327.0% | -240.6% | +13.2% |
| All | +90.2% | +629.7% | -539.5% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling