+308.1%
HUBS vs EXR
+151.8%
+156.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -9.0% | -1.2% | -7.8% | -8.5% |
| 30D | +7.2% | -6.2% | +13.5% | +10.4% |
| 3M | +20.9% | -7.4% | +28.3% | +25.4% |
| 6M | -13.0% | -0.5% | -12.5% | -13.3% |
| YTD | -43.8% | +8.1% | -51.9% | -46.5% |
| 1Y | -54.6% | -2.9% | -51.8% | -54.7% |
| 3Y | -58.5% | +22.9% | -81.4% | -64.2% |
| 5Y | -66.4% | -10.2% | -56.3% | -66.1% |
| All | +308.1% | +151.8% | +156.3% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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