+308.1%
HUBS vs NOC
+192.5%
+115.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | +0.8% | -9.8% | -9.1% |
| 30D | +7.2% | -9.7% | +16.9% | +9.4% |
| 3M | +20.9% | -5.6% | +26.5% | +22.0% |
| 6M | -13.0% | -28.6% | +15.5% | -6.9% |
| YTD | -43.8% | -7.9% | -36.0% | -43.7% |
| 1Y | -54.6% | -9.5% | -45.1% | -54.4% |
| 3Y | -58.5% | +28.4% | -86.8% | -62.9% |
| 5Y | -66.4% | +59.0% | -125.4% | -73.7% |
| All | +308.1% | +192.5% | +115.6% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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