+642.7%
HUBS vs AME
+413.3%
+229.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.3% |
| 7D | -12.4% | 0.0% | -12.4% | -12.4% |
| 30D | +1.4% | -8.6% | +10.0% | +7.8% |
| 3M | +16.0% | +5.8% | +10.2% | +9.4% |
| 6M | -17.0% | +3.8% | -20.8% | -22.5% |
| YTD | -44.3% | +14.4% | -58.7% | -52.7% |
| 1Y | -54.3% | +25.8% | -80.1% | -64.3% |
| 3Y | -58.4% | +55.2% | -113.6% | -73.3% |
| 5Y | -66.7% | +85.5% | -152.2% | -81.3% |
| 10Y | +315.9% | +424.0% | -108.1% | +4.5% |
| All | +642.7% | +413.3% | +229.4% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling