+648.6%
HUBS vs ITW
+323.7%
+324.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -9.0% | -0.7% | -8.3% | -8.5% |
| 30D | +7.2% | -8.3% | +15.6% | +13.4% |
| 3M | +20.9% | +6.0% | +14.8% | +16.4% |
| 6M | -13.0% | 0.0% | -13.0% | -14.2% |
| YTD | -43.8% | +10.2% | -54.1% | -49.0% |
| 1Y | -54.6% | +3.2% | -57.9% | -56.9% |
| 3Y | -58.5% | +21.0% | -79.4% | -65.1% |
| 5Y | -66.4% | +37.9% | -104.3% | -74.2% |
| 10Y | +319.2% | +193.2% | +126.0% | +68.3% |
| All | +648.6% | +323.7% | +324.9% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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