+308.1%
HUBS vs EXC
+158.0%
+150.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -9.0% | -1.1% | -7.9% | -8.6% |
| 30D | +7.2% | -3.6% | +10.9% | +8.6% |
| 3M | +20.9% | -4.3% | +25.1% | +22.7% |
| 6M | -13.0% | -9.9% | -3.1% | -10.1% |
| YTD | -43.8% | +1.8% | -45.6% | -44.4% |
| 1Y | -54.6% | +2.9% | -57.5% | -55.5% |
| 3Y | -58.5% | +19.1% | -77.6% | -62.6% |
| 5Y | -66.4% | +44.8% | -111.2% | -72.7% |
| All | +308.1% | +158.0% | +150.1% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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