-46.7%
HUBS vs NWSA
+5.5%
-52.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -1.3% |
| 7D | -5.0% | -1.9% | -3.1% | -3.3% |
| 30D | -1.0% | +4.6% | -5.6% | -5.7% |
| 3M | +12.4% | +13.2% | -0.9% | -0.2% |
| 6M | -11.1% | +27.0% | -38.1% | -28.1% |
| YTD | -38.3% | +16.8% | -55.1% | -45.7% |
| 1Y | -46.7% | +4.5% | -51.2% | -47.1% |
| All | -46.7% | +5.5% | -52.2% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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