+308.1%
HUBS vs HST
+110.3%
+197.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.0% | +0.9% | -9.9% | -9.3% |
| 30D | +7.2% | -2.5% | +9.7% | +8.4% |
| 3M | +20.9% | -5.1% | +26.0% | +24.4% |
| 6M | -13.0% | +21.6% | -34.7% | -20.5% |
| YTD | -43.8% | +31.6% | -75.5% | -50.6% |
| 1Y | -54.6% | +36.1% | -90.8% | -61.0% |
| 3Y | -58.5% | +66.5% | -124.9% | -67.7% |
| 5Y | -66.4% | +76.6% | -143.0% | -73.9% |
| All | +308.1% | +110.3% | +197.8% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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