-75.4%
HUBS vs SW
-2.6%
-72.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -14.6% | +2.3% | -16.9% | -15.1% |
| 30D | -8.9% | +6.8% | -15.7% | -10.4% |
| 3M | -0.9% | -5.2% | +4.3% | +0.2% |
| 6M | -14.7% | +7.4% | -22.1% | -16.3% |
| YTD | -50.0% | +17.4% | -67.4% | -52.6% |
| 1Y | -49.2% | +27.1% | -76.3% | -52.9% |
| 3Y | -52.3% | +47.9% | -100.2% | -57.7% |
| All | -75.4% | -2.6% | -72.8% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling