-64.8%
HUBS vs FRSH
-70.8%
+6.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +6.3% | +4.9% | +7.3% |
| 7D | +1.2% | -0.7% | +1.9% | +1.9% |
| 30D | +11.8% | -0.2% | +12.0% | +12.5% |
| 3M | +33.3% | +33.8% | -0.5% | +13.5% |
| 6M | -5.2% | +55.5% | -60.7% | -24.4% |
| YTD | -37.6% | +3.2% | -40.7% | -37.2% |
| 1Y | -49.0% | +1.5% | -50.5% | -48.1% |
| 3Y | -51.2% | -38.5% | -12.7% | -38.4% |
| All | -64.8% | -70.8% | +6.0% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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