+664.8%
HUBS vs W
+224.5%
+440.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.3% |
| 7D | -6.2% | +5.9% | -12.1% | -7.7% |
| 30D | +6.6% | -3.0% | +9.7% | +7.3% |
| 3M | +16.4% | +40.3% | -23.9% | +4.1% |
| 6M | -19.7% | +32.2% | -52.0% | -28.2% |
| YTD | -42.6% | -0.3% | -42.4% | -45.1% |
| 1Y | -54.2% | +16.2% | -70.3% | -58.7% |
| 3Y | -57.1% | +40.7% | -97.9% | -67.3% |
| 5Y | -66.2% | -62.3% | -3.9% | -69.2% |
| 10Y | +328.3% | +162.2% | +166.0% | +140.0% |
| All | +664.8% | +224.5% | +440.2% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling