-58.8%
HUBS vs HWM
+379.8%
-438.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | -12.4% | -12.5% | +0.1% | -10.7% |
| 30D | +1.4% | -19.0% | +20.4% | +4.3% |
| 3M | +16.0% | -8.6% | +24.6% | +16.1% |
| 6M | -17.0% | -10.2% | -6.8% | -17.2% |
| YTD | -44.3% | +11.3% | -55.6% | -48.2% |
| 1Y | -54.3% | +24.3% | -78.6% | -59.1% |
| All | -58.8% | +379.8% | -438.6% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling