+308.1%
HUBS vs EXEL
+375.2%
-67.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -9.0% | -4.9% | -4.1% | -8.0% |
| 30D | +7.2% | +11.4% | -4.2% | +4.5% |
| 3M | +20.9% | +4.9% | +16.0% | +19.8% |
| 6M | -13.0% | +34.4% | -47.5% | -19.4% |
| YTD | -43.8% | +28.0% | -71.9% | -47.4% |
| 1Y | -54.6% | +43.6% | -98.3% | -58.9% |
| 3Y | -58.5% | +155.2% | -213.7% | -68.3% |
| 5Y | -66.4% | +181.2% | -247.6% | -75.2% |
| All | +308.1% | +375.2% | -67.1% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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