+100.0%
FAST vs HUBS
-49.6%
+149.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.1% |
| 7D | +5.0% | +5.3% | -0.3% | +4.9% |
| 30D | +8.6% | -2.5% | +11.0% | +8.6% |
| 3M | +6.9% | +2.7% | +4.2% | +6.7% |
| 6M | +29.6% | +20.2% | +9.4% | +28.0% |
| YTD | +41.4% | -46.2% | +87.6% | +46.9% |
| 1Y | +38.5% | -45.3% | +83.8% | +43.6% |
| All | +100.0% | -49.6% | +149.5% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling