+328.3%
HUBS vs SW
+128.2%
+200.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -3.5% |
| 7D | -6.2% | -7.0% | +0.7% | -5.1% |
| 30D | +6.6% | -10.5% | +17.1% | +8.6% |
| 3M | +16.4% | +3.0% | +13.5% | +16.0% |
| 6M | -19.7% | +2.3% | -22.1% | -20.5% |
| YTD | -42.6% | +12.4% | -55.0% | -44.3% |
| 1Y | -54.2% | -4.2% | -50.0% | -54.4% |
| 3Y | -57.1% | +22.7% | -79.9% | -59.3% |
| 5Y | -66.2% | -10.1% | -56.2% | -67.8% |
| 10Y | +328.3% | +128.2% | +200.1% | +277.8% |
| All | +328.3% | +128.2% | +200.1% | +277.8% |
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