-14.5%
HUBS vs HST
+20.9%
-35.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.2% |
| 7D | -6.2% | -0.3% | -5.9% | -6.2% |
| 30D | +6.6% | -2.8% | +9.4% | +7.7% |
| 3M | +16.4% | -6.5% | +22.9% | +26.4% |
| All | -14.5% | +20.9% | -35.4% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling