-54.6%
HUBS vs KWEB
-35.0%
-19.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -9.0% | -5.6% | -3.4% | -8.0% |
| 30D | +7.2% | -10.7% | +17.9% | +9.5% |
| 3M | +20.9% | -7.4% | +28.3% | +22.1% |
| 6M | -13.0% | -19.3% | +6.3% | -12.2% |
| YTD | -43.8% | -27.8% | -16.1% | -42.1% |
| 1Y | -54.6% | -35.9% | -18.7% | -52.2% |
| All | -54.6% | -35.0% | -19.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling