+308.1%
HUBS vs KMB
+14.6%
+293.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -9.0% | -6.5% | -2.5% | -7.7% |
| 30D | +7.2% | -8.8% | +16.1% | +9.4% |
| 3M | +20.9% | -2.2% | +23.0% | +22.3% |
| 6M | -13.0% | +0.7% | -13.7% | -12.5% |
| YTD | -43.8% | +1.0% | -44.9% | -43.6% |
| 1Y | -54.6% | -20.3% | -34.3% | -52.6% |
| 3Y | -58.5% | -13.3% | -45.2% | -58.1% |
| 5Y | -66.4% | -12.9% | -53.5% | -66.4% |
| All | +308.1% | +14.6% | +293.5% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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