+308.1%
HUBS vs WST
+344.2%
-36.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -9.0% | +1.8% | -10.8% | -9.7% |
| 30D | +7.2% | -1.7% | +9.0% | +7.9% |
| 3M | +20.9% | +4.9% | +16.0% | +17.7% |
| 6M | -13.0% | +45.5% | -58.6% | -28.4% |
| YTD | -43.8% | +26.1% | -70.0% | -50.7% |
| 1Y | -54.6% | +31.7% | -86.3% | -61.3% |
| 3Y | -58.5% | -12.1% | -46.4% | -61.9% |
| 5Y | -66.4% | -23.6% | -42.8% | -66.5% |
| All | +308.1% | +344.2% | -36.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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