+308.1%
HUBS vs UL
+66.7%
+241.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -9.0% | -3.4% | -5.6% | -7.7% |
| 30D | +7.2% | +0.5% | +6.8% | +7.2% |
| 3M | +20.9% | +7.2% | +13.6% | +18.3% |
| 6M | -13.0% | -3.1% | -10.0% | -12.0% |
| YTD | -43.8% | -2.7% | -41.1% | -43.7% |
| 1Y | -54.6% | -10.2% | -44.4% | -53.1% |
| 3Y | -58.5% | +20.3% | -78.7% | -63.5% |
| 5Y | -66.4% | +19.9% | -86.4% | -71.0% |
| All | +308.1% | +66.7% | +241.5% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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