+575.2%
HLT vs HUBS
+323.9%
+251.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.6% | -9.0% | +7.4% | +0.2% |
| 30D | -5.0% | +7.2% | -12.3% | -6.9% |
| 3M | -10.4% | +20.9% | -31.3% | -15.5% |
| 6M | +3.2% | -13.0% | +16.3% | +2.0% |
| YTD | +6.7% | -43.8% | +50.6% | +14.9% |
| 1Y | +10.3% | -54.6% | +64.9% | +23.7% |
| 3Y | +99.3% | -58.5% | +157.8% | +121.4% |
| 5Y | +143.7% | -66.4% | +210.1% | +163.0% |
| All | +575.2% | +323.9% | +251.4% | +281.8% |
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