+689.7%
FLEX vs HUBS
-67.3%
+757.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -3.8% |
| 7D | +0.1% | -12.4% | +12.5% | +1.9% |
| 30D | -11.8% | +1.4% | -13.1% | -12.4% |
| 3M | -22.6% | +16.0% | -38.5% | -26.2% |
| 6M | +77.3% | -17.0% | +94.3% | +75.6% |
| YTD | +78.8% | -44.3% | +123.1% | +93.9% |
| 1Y | +86.1% | -54.3% | +140.4% | +111.4% |
| 3Y | +446.2% | -58.4% | +504.6% | +525.3% |
| 5Y | +689.7% | -66.7% | +756.4% | +739.0% |
| All | +689.7% | -67.3% | +757.0% | +739.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling