-66.4%
HUBS vs EW
-30.6%
-35.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +2.2% |
| 7D | -9.0% | -6.2% | -2.8% | -6.1% |
| 30D | +7.2% | -9.3% | +16.6% | +12.5% |
| 3M | +20.9% | -1.6% | +22.5% | +21.6% |
| 6M | -13.0% | -0.8% | -12.2% | -12.6% |
| YTD | -43.8% | -1.0% | -42.8% | -43.9% |
| 1Y | -54.6% | +8.2% | -62.8% | -56.7% |
| 3Y | -58.5% | +12.7% | -71.1% | -65.9% |
| All | -66.4% | -30.6% | -35.8% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling