+698.7%
HUBS vs HST
+69.3%
+629.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -4.3% | +2.0% | -6.2% | -5.2% |
| 30D | +14.2% | -5.2% | +19.5% | +16.8% |
| 3M | +15.5% | -6.2% | +21.8% | +19.5% |
| 6M | -18.9% | +20.4% | -39.4% | -25.7% |
| YTD | -40.1% | +30.6% | -70.7% | -47.3% |
| 1Y | -51.8% | +37.4% | -89.1% | -58.9% |
| 3Y | -55.2% | +66.1% | -121.4% | -65.4% |
| 5Y | -64.7% | +73.7% | -138.4% | -72.7% |
| 10Y | +327.0% | +99.8% | +227.2% | +179.1% |
| All | +698.7% | +69.3% | +629.5% | +400.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling