+308.1%
HUBS vs FIVE
+491.7%
-183.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -9.0% | -3.0% | -6.0% | -7.9% |
| 30D | +7.2% | +2.7% | +4.5% | +5.8% |
| 3M | +20.9% | +21.1% | -0.2% | +11.0% |
| 6M | -13.0% | +11.9% | -25.0% | -19.0% |
| YTD | -43.8% | +29.9% | -73.7% | -51.0% |
| 1Y | -54.6% | +67.8% | -122.4% | -64.5% |
| 3Y | -58.5% | +52.8% | -111.2% | -69.6% |
| 5Y | -66.4% | +31.3% | -97.7% | -74.1% |
| All | +308.1% | +491.7% | -183.5% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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