+308.1%
HUBS vs WAB
+296.8%
+11.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | +7.2% | -4.1% | +11.3% | +9.0% |
| 3M | +20.9% | +8.2% | +12.7% | +15.1% |
| 6M | -13.0% | +15.4% | -28.4% | -21.1% |
| YTD | -43.8% | +33.1% | -77.0% | -52.9% |
| 1Y | -54.6% | +48.1% | -102.7% | -63.9% |
| 3Y | -58.5% | +167.7% | -226.2% | -75.2% |
| 5Y | -66.4% | +225.7% | -292.1% | -81.5% |
| All | +308.1% | +296.8% | +11.3% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling