+308.1%
HUBS vs ALK
-35.7%
+343.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -9.0% | -2.1% | -6.9% | -8.4% |
| 30D | +7.2% | -13.1% | +20.3% | +11.7% |
| 3M | +20.9% | -11.8% | +32.7% | +24.8% |
| 6M | -13.0% | -0.4% | -12.6% | -15.8% |
| YTD | -43.8% | -18.2% | -25.7% | -42.6% |
| 1Y | -54.6% | -35.5% | -19.1% | -50.0% |
| 3Y | -58.5% | +1.8% | -60.3% | -62.5% |
| 5Y | -66.4% | -26.6% | -39.8% | -66.6% |
| All | +308.1% | -35.7% | +343.8% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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