+648.6%
HUBS vs AU
+979.1%
-330.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -9.0% | -4.3% | -4.7% | -8.8% |
| 30D | +7.2% | +7.3% | -0.1% | +6.8% |
| 3M | +20.9% | +26.3% | -5.5% | +19.4% |
| 6M | -13.0% | +1.8% | -14.8% | -13.6% |
| YTD | -43.8% | +26.8% | -70.7% | -45.2% |
| 1Y | -54.6% | +66.7% | -121.3% | -56.6% |
| 3Y | -58.5% | +579.1% | -637.5% | -64.6% |
| 5Y | -66.4% | +689.3% | -755.7% | -71.7% |
| 10Y | +319.2% | +686.6% | -367.4% | +256.7% |
| All | +648.6% | +979.1% | -330.5% | +537.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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