-54.6%
HUBS vs HWM
+24.8%
-79.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +1.0% |
| 7D | -9.0% | -11.4% | +2.4% | -11.3% |
| 30D | +7.2% | -18.5% | +25.7% | +2.4% |
| 3M | +20.9% | -13.2% | +34.0% | +17.1% |
| 6M | -13.0% | -8.7% | -4.4% | -14.4% |
| YTD | -43.8% | +12.2% | -56.0% | -47.3% |
| 1Y | -54.6% | +24.9% | -79.5% | -58.5% |
| All | -54.6% | +24.8% | -79.4% | -58.5% |
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