-58.5%
HUBS vs WCC
+130.1%
-188.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.2% |
| 7D | -9.0% | +1.5% | -10.5% | -9.2% |
| 30D | +7.2% | -2.1% | +9.4% | +7.3% |
| 3M | +20.9% | +3.8% | +17.0% | +19.1% |
| 6M | -13.0% | +35.0% | -48.0% | -21.8% |
| YTD | -43.8% | +46.4% | -90.2% | -51.4% |
| 1Y | -54.6% | +63.0% | -117.6% | -62.3% |
| 3Y | -58.5% | +133.9% | -192.4% | -71.7% |
| All | -58.5% | +130.1% | -188.6% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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