+642.7%
HUBS vs EW
+387.3%
+255.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | -12.4% | -3.4% | -9.0% | -10.8% |
| 30D | +1.4% | -7.4% | +8.7% | +5.6% |
| 3M | +16.0% | +0.9% | +15.0% | +15.2% |
| 6M | -17.0% | +1.2% | -18.1% | -17.4% |
| YTD | -44.3% | +1.8% | -46.1% | -45.2% |
| 1Y | -54.3% | +10.8% | -65.1% | -57.2% |
| 3Y | -58.4% | +17.1% | -75.5% | -65.7% |
| 5Y | -66.7% | -28.2% | -38.4% | -63.0% |
| 10Y | +315.9% | +127.1% | +188.8% | +150.9% |
| All | +642.7% | +387.3% | +255.4% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling