+308.1%
HUBS vs EW
+120.5%
+187.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +2.3% |
| 7D | -9.0% | -6.2% | -2.8% | -5.8% |
| 30D | +7.2% | -9.3% | +16.6% | +13.2% |
| 3M | +20.9% | -1.6% | +22.5% | +21.7% |
| 6M | -13.0% | -0.8% | -12.2% | -12.6% |
| YTD | -43.8% | -1.0% | -42.8% | -44.0% |
| 1Y | -54.6% | +8.2% | -62.8% | -57.1% |
| 3Y | -58.5% | +12.7% | -71.1% | -65.6% |
| 5Y | -66.4% | -30.2% | -36.2% | -61.7% |
| All | +308.1% | +120.5% | +187.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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