+308.1%
HUBS vs AME
+445.1%
-136.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -1.6% |
| 7D | -9.0% | +1.7% | -10.7% | -10.2% |
| 30D | +7.2% | -6.4% | +13.7% | +12.2% |
| 3M | +20.9% | +7.1% | +13.8% | +13.0% |
| 6M | -13.0% | +8.2% | -21.2% | -21.5% |
| YTD | -43.8% | +18.2% | -62.0% | -53.7% |
| 1Y | -54.6% | +26.7% | -81.4% | -64.9% |
| 3Y | -58.5% | +60.7% | -119.2% | -74.5% |
| 5Y | -66.4% | +91.6% | -158.0% | -82.1% |
| All | +308.1% | +445.1% | -136.9% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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