-66.4%
HUBS vs HWM
+638.1%
-704.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -9.0% | -11.4% | +2.4% | -5.2% |
| 30D | +7.2% | -18.5% | +25.7% | +14.5% |
| 3M | +20.9% | -13.2% | +34.0% | +25.1% |
| 6M | -13.0% | -8.7% | -4.4% | -13.4% |
| YTD | -43.8% | +12.2% | -56.0% | -49.8% |
| 1Y | -54.6% | +24.9% | -79.5% | -61.7% |
| 3Y | -58.5% | +383.9% | -442.4% | -84.7% |
| All | -66.4% | +638.1% | -704.5% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling