+642.7%
HUBS vs WAB
+285.6%
+357.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -12.4% | -0.2% | -12.2% | -12.3% |
| 30D | +1.4% | -5.9% | +7.2% | +4.0% |
| 3M | +16.0% | +9.4% | +6.6% | +9.5% |
| 6M | -17.0% | +13.8% | -30.8% | -24.5% |
| YTD | -44.3% | +31.8% | -76.1% | -53.3% |
| 1Y | -54.3% | +48.5% | -102.8% | -64.0% |
| 3Y | -58.4% | +167.0% | -225.3% | -75.6% |
| 5Y | -66.7% | +222.3% | -289.0% | -82.0% |
| 10Y | +315.9% | +289.6% | +26.3% | +75.4% |
| All | +642.7% | +285.6% | +357.1% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling