-66.4%
HUBS vs W
-62.2%
-4.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.4% |
| 7D | -9.0% | -0.9% | -8.1% | -8.7% |
| 30D | +7.2% | -4.2% | +11.5% | +8.5% |
| 3M | +20.9% | +26.9% | -6.0% | +10.0% |
| 6M | -13.0% | +31.2% | -44.3% | -23.3% |
| YTD | -43.8% | -1.8% | -42.0% | -46.3% |
| 1Y | -54.6% | +9.3% | -64.0% | -59.1% |
| 3Y | -58.5% | +33.2% | -91.7% | -69.5% |
| All | -66.4% | -62.2% | -4.2% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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