+308.1%
HUBS vs KEY
+172.4%
+135.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.0% | -1.5% | -7.5% | -8.5% |
| 30D | +7.2% | -3.7% | +10.9% | +8.4% |
| 3M | +20.9% | -1.3% | +22.1% | +21.3% |
| 6M | -13.0% | +13.3% | -26.4% | -17.2% |
| YTD | -43.8% | +9.0% | -52.8% | -46.0% |
| 1Y | -54.6% | +18.7% | -73.3% | -57.7% |
| 3Y | -58.5% | +125.3% | -183.7% | -69.4% |
| 5Y | -66.4% | +40.2% | -106.6% | -71.9% |
| All | +308.1% | +172.4% | +135.7% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling