+308.1%
HUBS vs EAT
+374.9%
-66.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -9.0% | -7.7% | -1.3% | -7.0% |
| 30D | +7.2% | -13.6% | +20.8% | +11.2% |
| 3M | +20.9% | +33.9% | -13.0% | +10.4% |
| 6M | -13.0% | +47.2% | -60.2% | -23.8% |
| YTD | -43.8% | +48.1% | -91.9% | -51.2% |
| 1Y | -54.6% | +33.7% | -88.3% | -59.8% |
| 3Y | -58.5% | +595.8% | -654.2% | -78.6% |
| 5Y | -66.4% | +314.4% | -380.8% | -80.8% |
| All | +308.1% | +374.9% | -66.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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