+648.6%
HUBS vs NYT
+499.7%
+149.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.0% | -0.6% | -8.4% | -8.7% |
| 30D | +7.2% | +4.6% | +2.7% | +4.8% |
| 3M | +20.9% | -9.6% | +30.4% | +26.6% |
| 6M | -13.0% | -14.0% | +1.0% | -7.3% |
| YTD | -43.8% | -2.8% | -41.0% | -43.7% |
| 1Y | -54.6% | +15.6% | -70.2% | -58.3% |
| 3Y | -58.5% | +56.3% | -114.8% | -68.3% |
| 5Y | -66.4% | +39.5% | -105.9% | -73.5% |
| 10Y | +319.2% | +488.0% | -168.8% | +50.2% |
| All | +648.6% | +499.7% | +149.0% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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