-65.7%
HUBS vs ADVB
-88.9%
+23.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -2.9% |
| 7D | -12.4% | -5.9% | -6.5% | -12.3% |
| 30D | +1.4% | +13.9% | -12.5% | +1.3% |
| 3M | +16.0% | +127.3% | -111.4% | +11.2% |
| 6M | -17.0% | +77.0% | -94.0% | -20.2% |
| YTD | -44.3% | +51.5% | -95.8% | -46.0% |
| 1Y | -54.3% | -11.3% | -43.0% | -54.9% |
| All | -65.7% | -88.9% | +23.2% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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