+262.9%
HUBS vs SW
+183.3%
+79.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | -11.8% | +1.8% | -13.6% | -12.1% |
| 30D | -9.8% | +7.0% | -16.8% | -10.9% |
| 3M | -2.1% | -7.6% | +5.5% | -0.9% |
| 6M | +4.4% | +8.5% | -4.2% | +2.7% |
| YTD | -48.7% | +17.7% | -66.3% | -50.6% |
| 1Y | -48.3% | +27.1% | -75.4% | -51.0% |
| 3Y | -50.4% | +48.2% | -98.6% | -54.2% |
| 5Y | -75.8% | -2.3% | -73.4% | -77.2% |
| 10Y | +262.9% | +183.3% | +79.5% | +201.1% |
| All | +262.9% | +183.3% | +79.5% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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