+722.6%
HUBS vs SW
+220.2%
+502.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | -5.0% | -5.1% | +0.1% | -4.2% |
| 30D | -1.0% | -4.6% | +3.5% | -0.1% |
| 3M | +12.4% | +9.4% | +3.0% | +10.7% |
| 6M | -11.1% | +3.5% | -14.6% | -12.2% |
| YTD | -38.3% | +22.0% | -60.3% | -40.9% |
| 1Y | -46.7% | +2.2% | -48.9% | -47.5% |
| 3Y | -55.1% | +19.6% | -74.7% | -57.4% |
| 5Y | -64.8% | -2.3% | -62.5% | -66.9% |
| 10Y | +334.3% | +181.4% | +153.0% | +246.6% |
| All | +722.6% | +220.2% | +502.4% | +533.1% |
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 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