-66.9%
HUBS vs AS
+131.9%
-198.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.7% |
| 7D | -6.4% | -3.0% | -3.3% | -5.5% |
| 30D | -9.2% | +9.6% | -18.7% | -11.9% |
| 3M | -8.0% | -8.2% | +0.2% | -5.9% |
| 6M | +6.0% | -9.9% | +15.9% | +9.0% |
| YTD | -49.4% | -16.8% | -32.7% | -47.3% |
| 1Y | -48.6% | +3.0% | -51.6% | -50.5% |
| All | -66.9% | +131.9% | -198.8% | -73.8% |
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