+308.1%
HUBS vs NTRS
+259.9%
+48.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -9.0% | +1.4% | -10.4% | -9.6% |
| 30D | +7.2% | -0.7% | +7.9% | +7.4% |
| 3M | +20.9% | +11.3% | +9.5% | +14.2% |
| 6M | -13.0% | +35.5% | -48.6% | -26.0% |
| YTD | -43.8% | +40.6% | -84.4% | -53.1% |
| 1Y | -54.6% | +49.2% | -103.9% | -63.3% |
| 3Y | -58.5% | +167.2% | -225.7% | -75.3% |
| 5Y | -66.4% | +94.9% | -161.3% | -77.0% |
| All | +308.1% | +259.9% | +48.2% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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