+622.2%
HUBS vs KEYS
+1,113.8%
-491.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.4% |
| 7D | -9.0% | +3.5% | -12.5% | -10.7% |
| 30D | +7.2% | -4.5% | +11.7% | +9.0% |
| 3M | +20.9% | -0.4% | +21.3% | +16.0% |
| 6M | -13.0% | +19.1% | -32.2% | -28.3% |
| YTD | -43.8% | +66.7% | -110.5% | -64.3% |
| 1Y | -54.6% | +96.5% | -151.1% | -74.4% |
| 3Y | -58.5% | +155.2% | -213.6% | -81.1% |
| 5Y | -66.4% | +88.0% | -154.4% | -80.8% |
| 10Y | +319.2% | +1,046.8% | -727.5% | -20.7% |
| All | +622.2% | +1,113.8% | -491.6% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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