+287.9%
HUBS vs ACWI
+224.5%
+63.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +1.1% |
| 7D | +8.3% | +2.4% | +5.8% | +4.4% |
| 30D | -4.0% | -1.7% | -2.3% | -1.8% |
| 3M | -9.7% | -3.9% | -5.7% | -4.7% |
| 6M | +21.4% | +0.8% | +20.6% | +17.3% |
| YTD | -45.9% | +11.0% | -56.9% | -56.1% |
| 1Y | -44.4% | +13.1% | -57.5% | -56.2% |
| 3Y | -49.7% | +73.9% | -123.6% | -80.4% |
| 5Y | -74.2% | +59.0% | -133.2% | -87.5% |
| All | +287.9% | +224.5% | +63.5% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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