-54.1%
HUBS vs WAB
+46.5%
-100.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -3.4% |
| 7D | -13.0% | +4.5% | -17.5% | -10.1% |
| 30D | -1.8% | +1.1% | -2.9% | -0.4% |
| 3M | -13.0% | -1.3% | -11.7% | -13.2% |
| 6M | -12.4% | +12.7% | -25.2% | -2.3% |
| YTD | -46.0% | +38.7% | -84.7% | -42.7% |
| 1Y | -54.1% | +44.9% | -99.0% | -53.7% |
| All | -54.1% | +46.5% | -100.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling