+617.1%
HUBS vs WM
+549.6%
+67.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +5.5% |
| 7D | +5.3% | +1.2% | +4.1% | +4.7% |
| 30D | -2.5% | +15.2% | -17.7% | -10.2% |
| 3M | +2.7% | +8.3% | -5.6% | -2.0% |
| 6M | +20.2% | +13.1% | +7.1% | +11.6% |
| YTD | -46.2% | +12.5% | -58.7% | -49.9% |
| 1Y | -45.3% | +21.8% | -67.1% | -51.5% |
| 3Y | -49.7% | +48.8% | -98.5% | -62.1% |
| 5Y | -74.3% | +62.1% | -136.4% | -81.9% |
| 10Y | +273.1% | +331.5% | -58.4% | +40.2% |
| All | +617.1% | +549.6% | +67.5% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling