+698.7%
HUBS vs HAS
+140.2%
+558.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -1.9% |
| 7D | -4.3% | -3.1% | -1.2% | -3.0% |
| 30D | +14.2% | -2.7% | +16.9% | +15.6% |
| 3M | +15.5% | +8.9% | +6.6% | +11.1% |
| 6M | -18.9% | -2.9% | -16.0% | -19.1% |
| YTD | -40.1% | +12.6% | -52.7% | -44.5% |
| 1Y | -51.8% | +17.5% | -69.2% | -56.2% |
| 3Y | -55.2% | +46.2% | -101.5% | -64.4% |
| 5Y | -64.7% | +12.6% | -77.3% | -68.6% |
| 10Y | +327.0% | +55.7% | +271.3% | +201.8% |
| All | +698.7% | +140.2% | +558.6% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HAS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling