+308.1%
HUBS vs ACWI
+233.9%
+74.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.6% |
| 7D | -9.0% | -1.0% | -8.0% | -7.5% |
| 30D | +7.2% | -0.9% | +8.1% | +8.9% |
| 3M | +20.9% | +3.5% | +17.4% | +13.7% |
| 6M | -13.0% | +12.8% | -25.9% | -30.2% |
| YTD | -43.8% | +14.0% | -57.8% | -55.9% |
| 1Y | -54.6% | +19.2% | -73.8% | -66.9% |
| 3Y | -58.5% | +75.1% | -133.6% | -83.8% |
| 5Y | -66.4% | +68.6% | -135.0% | -85.0% |
| All | +308.1% | +233.9% | +74.2% | -42.8% |
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