+698.7%
HUBS vs KMB
+49.4%
+649.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.4% |
| 7D | -4.3% | -2.7% | -1.5% | -3.6% |
| 30D | +14.2% | -5.0% | +19.3% | +15.7% |
| 3M | +15.5% | +6.6% | +9.0% | +14.7% |
| 6M | -18.9% | +1.0% | -19.9% | -18.7% |
| YTD | -40.1% | +6.0% | -46.0% | -40.7% |
| 1Y | -51.8% | -16.6% | -35.1% | -49.8% |
| 3Y | -55.2% | -8.6% | -46.6% | -55.4% |
| 5Y | -64.7% | -10.9% | -53.8% | -64.9% |
| 10Y | +327.0% | +16.8% | +310.1% | +283.9% |
| All | +698.7% | +49.4% | +649.3% | +523.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling