+308.1%
HUBS vs FANG
+182.5%
+125.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -9.0% | +2.9% | -11.9% | -9.5% |
| 30D | +7.2% | +2.6% | +4.6% | +6.6% |
| 3M | +20.9% | +7.6% | +13.3% | +18.4% |
| 6M | -13.0% | +17.3% | -30.4% | -16.4% |
| YTD | -43.8% | +38.7% | -82.5% | -48.1% |
| 1Y | -54.6% | +51.6% | -106.3% | -58.9% |
| 3Y | -58.5% | +50.0% | -108.4% | -62.9% |
| 5Y | -66.4% | +237.6% | -304.0% | -75.2% |
| All | +308.1% | +182.5% | +125.7% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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