+308.1%
HUBS vs HAS
+61.8%
+246.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -9.0% | -1.1% | -7.9% | -8.6% |
| 30D | +7.2% | -2.8% | +10.0% | +8.5% |
| 3M | +20.9% | +10.1% | +10.8% | +15.8% |
| 6M | -13.0% | -1.4% | -11.7% | -13.8% |
| YTD | -43.8% | +14.2% | -58.0% | -48.3% |
| 1Y | -54.6% | +18.2% | -72.8% | -59.0% |
| 3Y | -58.5% | +48.6% | -107.1% | -67.3% |
| 5Y | -66.4% | +14.2% | -80.6% | -70.4% |
| All | +308.1% | +61.8% | +246.3% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling