+642.7%
HUBS vs IT
+129.4%
+513.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.3% |
| 7D | -12.4% | -12.7% | +0.3% | -4.0% |
| 30D | +1.4% | -8.9% | +10.3% | +8.3% |
| 3M | +16.0% | +10.1% | +5.8% | +6.8% |
| 6M | -17.0% | +7.3% | -24.3% | -21.4% |
| YTD | -44.3% | -32.4% | -11.9% | -29.0% |
| 1Y | -54.3% | -26.6% | -27.7% | -45.0% |
| 3Y | -58.4% | -51.8% | -6.6% | -37.4% |
| 5Y | -66.7% | -45.6% | -21.1% | -52.7% |
| 10Y | +315.9% | +92.4% | +223.5% | +147.9% |
| All | +642.7% | +129.4% | +513.3% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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