+287.9%
HUBS vs WM
+330.8%
-42.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +8.3% | +3.2% | +5.1% | +6.3% |
| 30D | -4.0% | +13.0% | -17.0% | -10.7% |
| 3M | -9.7% | +9.2% | -18.9% | -14.2% |
| 6M | +21.4% | +13.6% | +7.7% | +12.2% |
| YTD | -45.9% | +12.4% | -58.3% | -49.7% |
| 1Y | -44.4% | +21.2% | -65.6% | -50.6% |
| 3Y | -49.7% | +48.7% | -98.4% | -62.5% |
| 5Y | -74.2% | +61.9% | -136.1% | -82.0% |
| All | +287.9% | +330.8% | -42.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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