+240.5%
HUBS vs SW
+184.4%
+56.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -12.9% | +2.2% | -15.1% | -13.2% |
| 30D | -13.7% | +7.4% | -21.1% | -14.9% |
| 3M | -8.8% | -5.9% | -2.8% | -7.9% |
| 6M | -0.2% | +9.0% | -9.1% | -1.8% |
| YTD | -50.9% | +18.1% | -69.0% | -52.8% |
| 1Y | -49.0% | +28.7% | -77.7% | -51.7% |
| 3Y | -54.1% | +48.8% | -102.8% | -57.6% |
| 5Y | -75.6% | +2.5% | -78.0% | -77.1% |
| All | +240.5% | +184.4% | +56.1% | +180.5% |
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