+308.1%
HUBS vs WAT
+170.9%
+137.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.1% |
| 7D | -9.0% | -0.3% | -8.7% | -8.9% |
| 30D | +7.2% | -1.9% | +9.1% | +8.3% |
| 3M | +20.9% | +13.5% | +7.4% | +12.6% |
| 6M | -13.0% | +37.2% | -50.3% | -28.2% |
| YTD | -43.8% | +7.5% | -51.4% | -47.5% |
| 1Y | -54.6% | +35.0% | -89.7% | -63.2% |
| 3Y | -58.5% | +55.1% | -113.5% | -71.7% |
| 5Y | -66.4% | -2.8% | -63.6% | -69.1% |
| All | +308.1% | +170.9% | +137.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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