+648.6%
HUBS vs AA
+32.7%
+615.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -3.4% | -5.6% | -8.3% |
| 30D | +7.2% | -5.8% | +13.0% | +8.4% |
| 3M | +20.9% | -29.9% | +50.8% | +30.3% |
| 6M | -13.0% | -27.0% | +14.0% | -8.7% |
| YTD | -43.8% | -8.7% | -35.1% | -45.1% |
| 1Y | -54.6% | +50.6% | -105.3% | -61.7% |
| 3Y | -58.5% | +74.1% | -132.5% | -68.0% |
| 5Y | -66.4% | +2.6% | -69.0% | -71.9% |
| 10Y | +319.2% | +121.0% | +198.2% | +126.1% |
| All | +648.6% | +32.7% | +615.9% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 all: compounded portfolio wealth divided by compounded AA 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…
all analysis · Full analysis span regression · 6 months rolling