+664.8%
HUBS vs EXPE
+241.3%
+423.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -3.9% |
| 7D | -6.2% | -11.5% | +5.3% | -1.1% |
| 30D | +6.6% | -13.1% | +19.7% | +13.0% |
| 3M | +16.4% | +18.1% | -1.7% | +8.7% |
| 6M | -19.7% | +13.3% | -33.0% | -23.3% |
| YTD | -42.6% | -3.2% | -39.4% | -41.9% |
| 1Y | -54.2% | +26.1% | -80.3% | -59.1% |
| 3Y | -57.1% | +151.7% | -208.9% | -73.2% |
| 5Y | -66.2% | +88.3% | -154.6% | -76.7% |
| 10Y | +328.3% | +158.0% | +170.2% | +112.8% |
| All | +664.8% | +241.3% | +423.4% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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