+308.1%
HUBS vs USFR
+28.1%
+280.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -9.0% | +0.1% | -9.1% | -9.3% |
| 30D | +7.2% | +0.4% | +6.9% | +6.4% |
| 3M | +20.9% | +1.0% | +19.8% | +18.2% |
| 6M | -13.0% | +2.0% | -15.0% | -16.6% |
| YTD | -43.8% | +2.8% | -46.6% | -47.0% |
| 1Y | -54.6% | +4.1% | -58.7% | -58.4% |
| 3Y | -58.5% | +14.1% | -72.6% | -68.8% |
| 5Y | -66.4% | +20.6% | -87.0% | -77.7% |
| All | +308.1% | +28.1% | +280.0% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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