-63.5%
HUBS vs AS
+104.6%
-168.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -12.4% | -3.9% | -8.5% | -11.3% |
| 30D | +1.4% | -19.0% | +20.4% | +8.3% |
| 3M | +16.0% | -18.8% | +34.8% | +23.8% |
| 6M | -17.0% | -21.0% | +4.0% | -11.3% |
| YTD | -44.3% | -26.6% | -17.7% | -39.3% |
| 1Y | -54.3% | -25.3% | -29.0% | -50.8% |
| All | -63.5% | +104.6% | -168.1% | -69.8% |
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