+304.9%
HUBS vs WM
+306.3%
-1.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | -12.4% | -3.1% | -9.2% | -10.7% |
| 30D | +1.4% | -5.3% | +6.7% | +4.6% |
| 3M | +16.0% | -4.2% | +20.2% | +18.8% |
| 6M | -17.0% | -8.1% | -8.9% | -13.1% |
| YTD | -44.3% | -1.4% | -42.9% | -44.1% |
| 1Y | -54.3% | +0.2% | -54.5% | -54.7% |
| 3Y | -58.4% | +43.1% | -101.5% | -68.8% |
| 5Y | -66.7% | +49.8% | -116.5% | -75.8% |
| All | +304.9% | +306.3% | -1.4% | +37.9% |
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