+308.1%
HUBS vs KMX
+11.6%
+296.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -9.0% | -3.1% | -5.9% | -7.9% |
| 30D | +7.2% | +4.4% | +2.8% | +5.4% |
| 3M | +20.9% | +18.9% | +2.0% | +11.4% |
| 6M | -13.0% | +44.3% | -57.3% | -27.5% |
| YTD | -43.8% | +58.7% | -102.5% | -55.8% |
| 1Y | -54.6% | +0.1% | -54.8% | -57.3% |
| 3Y | -58.5% | -24.4% | -34.0% | -58.0% |
| 5Y | -66.4% | -54.4% | -12.0% | -59.0% |
| All | +308.1% | +11.6% | +296.5% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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