-54.1%
HUBS vs HWM
+5.4%
-59.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -5.5% |
| 7D | -13.0% | +9.4% | -22.4% | -10.1% |
| 30D | -1.8% | -7.0% | +5.2% | -3.2% |
| 3M | -13.0% | -25.9% | +12.9% | -19.9% |
| 6M | -12.4% | -10.8% | -1.6% | -14.8% |
| YTD | -46.0% | +4.3% | -50.3% | -48.2% |
| 1Y | -54.1% | +4.4% | -58.5% | -55.7% |
| All | -54.1% | +5.4% | -59.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling