+15.5%
HUBS vs HWM
-9.0%
+24.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.7% | +7.8% | -6.5% |
| 7D | -4.3% | -9.2% | +4.9% | -7.0% |
| 30D | +14.2% | -17.9% | +32.1% | +3.6% |
| 3M | +15.5% | -6.0% | +21.6% | +14.4% |
| All | +15.5% | -9.0% | +24.5% | +14.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling