+664.8%
HUBS vs ALL
+433.0%
+231.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -6.2% | -2.2% | -4.0% | -5.4% |
| 30D | +6.6% | -5.6% | +12.2% | +9.0% |
| 3M | +16.4% | +17.2% | -0.8% | +9.2% |
| 6M | -19.7% | +23.2% | -43.0% | -26.3% |
| YTD | -42.6% | +23.6% | -66.2% | -47.6% |
| 1Y | -54.2% | +29.2% | -83.3% | -59.0% |
| 3Y | -57.1% | +153.8% | -211.0% | -72.0% |
| 5Y | -66.2% | +116.1% | -182.3% | -77.1% |
| 10Y | +328.3% | +364.8% | -36.6% | +88.1% |
| All | +664.8% | +433.0% | +231.8% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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