+698.7%
HUBS vs FIVE
+523.5%
+175.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | -4.3% | +3.7% | -7.9% | -5.7% |
| 30D | +14.2% | +4.0% | +10.3% | +12.1% |
| 3M | +15.5% | +36.2% | -20.7% | +1.6% |
| 6M | -18.9% | +18.0% | -36.9% | -25.8% |
| YTD | -40.1% | +34.9% | -75.0% | -48.1% |
| 1Y | -51.8% | +67.9% | -119.7% | -61.9% |
| 3Y | -55.2% | +57.3% | -112.6% | -67.2% |
| 5Y | -64.7% | +39.5% | -104.2% | -73.1% |
| 10Y | +327.0% | +496.4% | -169.5% | +93.9% |
| All | +698.7% | +523.5% | +175.3% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling