+642.7%
HUBS vs WCC
+356.4%
+286.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -1.8% |
| 7D | -12.4% | +1.7% | -14.0% | -12.9% |
| 30D | +1.4% | -6.1% | +7.4% | +2.9% |
| 3M | +16.0% | +3.1% | +12.9% | +12.1% |
| 6M | -17.0% | +28.2% | -45.2% | -27.9% |
| YTD | -44.3% | +41.1% | -85.4% | -53.9% |
| 1Y | -54.3% | +61.3% | -115.6% | -64.3% |
| 3Y | -58.4% | +123.6% | -182.0% | -73.2% |
| 5Y | -66.7% | +214.8% | -281.5% | -81.9% |
| 10Y | +315.9% | +513.6% | -197.7% | +46.4% |
| All | +642.7% | +356.4% | +286.3% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling