+308.1%
HUBS vs HUM
+152.7%
+155.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.2% |
| 7D | -9.0% | +2.1% | -11.1% | -9.5% |
| 30D | +7.2% | +5.4% | +1.8% | +5.7% |
| 3M | +20.9% | +11.4% | +9.5% | +16.6% |
| 6M | -13.0% | +141.5% | -154.5% | -33.5% |
| YTD | -43.8% | +61.2% | -105.0% | -52.2% |
| 1Y | -54.6% | +49.2% | -103.8% | -60.7% |
| 3Y | -58.5% | -9.0% | -49.4% | -59.6% |
| 5Y | -66.4% | +7.2% | -73.6% | -70.6% |
| All | +308.1% | +152.7% | +155.4% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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