+642.7%
HUBS vs EXEL
+3,605.2%
-2,962.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.6% |
| 7D | -12.4% | -2.9% | -9.5% | -11.9% |
| 30D | +1.4% | +11.9% | -10.5% | -1.0% |
| 3M | +16.0% | +9.2% | +6.7% | +14.1% |
| 6M | -17.0% | +39.1% | -56.1% | -23.0% |
| YTD | -44.3% | +31.0% | -75.3% | -47.7% |
| 1Y | -54.3% | +52.3% | -106.6% | -58.7% |
| 3Y | -58.4% | +159.7% | -218.1% | -67.3% |
| 5Y | -66.7% | +187.7% | -254.4% | -74.6% |
| 10Y | +315.9% | +379.4% | -63.5% | +168.6% |
| All | +642.7% | +3,605.2% | -2,962.5% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling