+1,115.5%
FLEX vs HUBS
+323.9%
+791.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.0% |
| 7D | +5.7% | -9.0% | +14.7% | +8.1% |
| 30D | -7.0% | +7.2% | -14.3% | -9.4% |
| 3M | -23.8% | +20.9% | -44.7% | -30.4% |
| 6M | +82.6% | -13.0% | +95.7% | +74.9% |
| YTD | +91.6% | -43.8% | +135.5% | +106.7% |
| 1Y | +100.6% | -54.6% | +155.2% | +129.6% |
| 3Y | +479.8% | -58.5% | +538.2% | +563.4% |
| 5Y | +746.5% | -66.4% | +812.9% | +838.6% |
| All | +1,115.5% | +323.9% | +791.6% | +438.3% |
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 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