-66.7%
HUBS vs HST
+72.0%
-138.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.2% |
| 7D | -12.4% | +0.7% | -13.1% | -12.8% |
| 30D | +1.4% | -0.7% | +2.1% | +1.6% |
| 3M | +16.0% | -4.0% | +20.0% | +19.9% |
| 6M | -17.0% | +20.7% | -37.7% | -26.8% |
| YTD | -44.3% | +31.0% | -75.3% | -53.7% |
| 1Y | -54.3% | +36.2% | -90.5% | -63.5% |
| 3Y | -58.4% | +66.6% | -125.0% | -72.4% |
| 5Y | -66.7% | +75.8% | -142.5% | -77.5% |
| All | -66.7% | +72.0% | -138.7% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling