+722.6%
HUBS vs WM
+480.2%
+242.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | -5.0% | -0.3% | -4.7% | -4.8% |
| 30D | -1.0% | -2.4% | +1.3% | -0.1% |
| 3M | +12.4% | +0.4% | +11.9% | +11.8% |
| 6M | -11.1% | -9.5% | -1.6% | -6.2% |
| YTD | -38.3% | +0.5% | -38.8% | -38.7% |
| 1Y | -46.7% | -1.1% | -45.6% | -46.8% |
| 3Y | -55.1% | +46.0% | -101.1% | -66.3% |
| 5Y | -64.8% | +51.8% | -116.7% | -74.3% |
| 10Y | +334.3% | +307.5% | +26.8% | +69.6% |
| All | +722.6% | +480.2% | +242.4% | +178.6% |
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