+365.9%
HUBS vs HWM
+1,323.5%
-957.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.7% | +7.8% | +0.7% |
| 7D | -4.3% | -9.2% | +4.9% | -1.2% |
| 30D | +14.2% | -17.9% | +32.1% | +21.4% |
| 3M | +15.5% | -6.0% | +21.6% | +16.1% |
| 6M | -18.9% | -7.4% | -11.6% | -19.2% |
| YTD | -40.1% | +13.1% | -53.2% | -45.0% |
| 1Y | -51.8% | +29.3% | -81.1% | -58.1% |
| 3Y | -55.2% | +389.9% | -445.2% | -77.4% |
| 5Y | -64.7% | +655.5% | -720.2% | -84.8% |
| All | +365.9% | +1,323.5% | -957.6% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling