+698.7%
HUBS vs KEY
+158.3%
+540.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | -4.3% | +2.7% | -7.0% | -5.2% |
| 30D | +14.2% | -3.2% | +17.5% | +15.4% |
| 3M | +15.5% | +1.0% | +14.6% | +14.9% |
| 6M | -18.9% | +11.9% | -30.8% | -22.6% |
| YTD | -40.1% | +8.7% | -48.8% | -42.5% |
| 1Y | -51.8% | +18.5% | -70.2% | -55.1% |
| 3Y | -55.2% | +124.0% | -179.2% | -67.5% |
| 5Y | -64.7% | +40.8% | -105.5% | -70.9% |
| 10Y | +327.0% | +167.0% | +160.0% | +122.3% |
| All | +698.7% | +158.3% | +540.5% | +295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling