-64.6%
HUBS vs AS
+123.4%
-188.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +8.3% | -4.9% | +13.2% | +9.8% |
| 30D | -4.0% | +3.9% | -7.9% | -5.4% |
| 3M | -9.7% | -9.6% | -0.1% | -7.3% |
| 6M | +21.4% | -8.7% | +30.0% | +24.1% |
| YTD | -45.9% | -19.8% | -26.0% | -43.0% |
| 1Y | -44.4% | -1.5% | -42.8% | -45.6% |
| All | -64.6% | +123.4% | -188.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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