-58.5%
HUBS vs WAT
+54.7%
-113.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -9.0% | -0.3% | -8.7% | -8.9% |
| 30D | +7.2% | -1.9% | +9.1% | +7.7% |
| 3M | +20.9% | +13.5% | +7.4% | +16.9% |
| 6M | -13.0% | +37.2% | -50.3% | -20.6% |
| YTD | -43.8% | +7.5% | -51.4% | -45.1% |
| 1Y | -54.6% | +35.0% | -89.7% | -58.9% |
| 3Y | -58.5% | +55.1% | -113.5% | -66.5% |
| All | -58.5% | +54.7% | -113.2% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling