+664.8%
HUBS vs EXC
+161.9%
+502.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.1% |
| 7D | -6.2% | +0.3% | -6.6% | -6.3% |
| 30D | +6.6% | -0.9% | +7.5% | +6.9% |
| 3M | +16.4% | -2.7% | +19.1% | +17.5% |
| 6M | -19.7% | -9.4% | -10.4% | -17.4% |
| YTD | -42.6% | +3.0% | -45.7% | -43.4% |
| 1Y | -54.2% | +5.1% | -59.3% | -55.3% |
| 3Y | -57.1% | +20.6% | -77.7% | -61.3% |
| 5Y | -66.2% | +45.7% | -112.0% | -72.0% |
| 10Y | +328.3% | +160.8% | +167.4% | +192.0% |
| All | +664.8% | +161.9% | +502.9% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling