+308.1%
HUBS vs EFX
+42.6%
+265.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -9.0% | -4.5% | -4.4% | -6.1% |
| 30D | +7.2% | -6.1% | +13.3% | +12.3% |
| 3M | +20.9% | +6.2% | +14.7% | +17.9% |
| 6M | -13.0% | -11.2% | -1.8% | -5.0% |
| YTD | -43.8% | -21.4% | -22.4% | -34.3% |
| 1Y | -54.6% | -34.3% | -20.3% | -40.9% |
| 3Y | -58.5% | -12.5% | -45.9% | -57.7% |
| 5Y | -66.4% | -35.6% | -30.8% | -58.5% |
| All | +308.1% | +42.6% | +265.6% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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