+648.6%
HUBS vs HRB
+136.2%
+512.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.0% | -8.0% | -1.0% | -6.8% |
| 30D | +7.2% | -16.0% | +23.2% | +12.6% |
| 3M | +20.9% | +26.9% | -6.0% | +12.6% |
| 6M | -13.0% | +51.1% | -64.2% | -23.1% |
| YTD | -43.8% | +7.1% | -50.9% | -45.7% |
| 1Y | -54.6% | -9.6% | -45.0% | -54.4% |
| 3Y | -58.5% | +25.4% | -83.9% | -62.4% |
| 5Y | -66.4% | +114.9% | -181.3% | -73.6% |
| 10Y | +319.2% | +206.4% | +112.8% | +177.8% |
| All | +648.6% | +136.2% | +512.4% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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