+648.6%
HUBS vs KWEB
-10.0%
+658.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -9.0% | -5.6% | -3.4% | -6.5% |
| 30D | +7.2% | -10.7% | +17.9% | +12.6% |
| 3M | +20.9% | -7.4% | +28.3% | +25.1% |
| 6M | -13.0% | -19.3% | +6.3% | -4.8% |
| YTD | -43.8% | -27.8% | -16.1% | -35.8% |
| 1Y | -54.6% | -35.9% | -18.7% | -45.4% |
| 3Y | -58.5% | -1.9% | -56.5% | -61.7% |
| 5Y | -66.4% | -43.2% | -23.2% | -62.1% |
| 10Y | +319.2% | -21.2% | +340.4% | +263.3% |
| All | +648.6% | -10.0% | +658.6% | +494.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling