+524.8%
FAST vs HUBS
+320.5%
+204.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.9% |
| 7D | -0.4% | -12.4% | +11.9% | +1.5% |
| 30D | -6.4% | +1.4% | -7.8% | -7.0% |
| 3M | +7.1% | +16.0% | -8.9% | +3.2% |
| 6M | +7.0% | -17.0% | +24.0% | +6.9% |
| YTD | +24.1% | -44.3% | +68.4% | +31.7% |
| 1Y | +4.4% | -54.3% | +58.7% | +14.1% |
| 3Y | +93.2% | -58.4% | +151.6% | +108.0% |
| 5Y | +106.4% | -66.7% | +173.0% | +117.3% |
| All | +524.8% | +320.5% | +204.2% | +280.5% |
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