-58.5%
HUBS vs NWSA
+43.3%
-101.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -9.0% | -2.8% | -6.2% | -6.9% |
| 30D | +7.2% | +3.0% | +4.2% | +5.0% |
| 3M | +20.9% | +12.3% | +8.5% | +10.5% |
| 6M | -13.0% | +21.9% | -34.9% | -25.2% |
| YTD | -43.8% | +13.6% | -57.4% | -48.9% |
| 1Y | -54.6% | +0.5% | -55.1% | -54.8% |
| 3Y | -58.5% | +43.8% | -102.2% | -66.6% |
| All | -58.5% | +43.3% | -101.7% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling