+566.5%
HUBS vs SW
+208.0%
+358.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -14.6% | +2.3% | -16.9% | -14.9% |
| 30D | -8.9% | +6.8% | -15.7% | -10.0% |
| 3M | -0.9% | -5.2% | +4.3% | -0.1% |
| 6M | -14.7% | +7.4% | -22.1% | -15.9% |
| YTD | -50.0% | +17.4% | -67.4% | -51.9% |
| 1Y | -49.2% | +27.1% | -76.3% | -51.8% |
| 3Y | -52.3% | +47.9% | -100.2% | -56.0% |
| 5Y | -75.0% | -2.6% | -72.4% | -76.4% |
| 10Y | +294.1% | +182.7% | +111.4% | +216.5% |
| All | +566.5% | +208.0% | +358.5% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling