+698.7%
HUBS vs D
+52.5%
+646.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -4.3% | +0.8% | -5.0% | -4.4% |
| 30D | +14.2% | -0.7% | +15.0% | +14.4% |
| 3M | +15.5% | +2.1% | +13.4% | +15.1% |
| 6M | -18.9% | +6.8% | -25.8% | -20.5% |
| YTD | -40.1% | +16.5% | -56.6% | -42.7% |
| 1Y | -51.8% | +19.2% | -70.9% | -54.3% |
| 3Y | -55.2% | +61.9% | -117.1% | -62.0% |
| 5Y | -64.7% | +6.5% | -71.2% | -66.2% |
| 10Y | +327.0% | +35.3% | +291.7% | +282.6% |
| All | +698.7% | +52.5% | +646.2% | +576.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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