+642.7%
HUBS vs WAT
+305.7%
+337.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -12.4% | -2.9% | -9.5% | -11.0% |
| 30D | +1.4% | -3.2% | +4.6% | +3.1% |
| 3M | +16.0% | +10.6% | +5.4% | +9.3% |
| 6M | -17.0% | +34.0% | -51.0% | -31.0% |
| YTD | -44.3% | +5.7% | -50.0% | -47.6% |
| 1Y | -54.3% | +37.1% | -91.4% | -63.5% |
| 3Y | -58.4% | +52.4% | -110.8% | -71.6% |
| 5Y | -66.7% | -4.4% | -62.3% | -69.2% |
| 10Y | +315.9% | +165.8% | +150.1% | +82.1% |
| All | +642.7% | +305.7% | +337.0% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling