+664.8%
HUBS vs WST
+694.3%
-29.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.1% |
| 7D | -6.2% | -1.7% | -4.6% | -5.5% |
| 30D | +6.6% | -4.3% | +10.9% | +8.6% |
| 3M | +16.4% | +0.7% | +15.7% | +15.4% |
| 6M | -19.7% | +36.0% | -55.8% | -32.2% |
| YTD | -42.6% | +22.7% | -65.4% | -49.2% |
| 1Y | -54.2% | +34.1% | -88.3% | -61.5% |
| 3Y | -57.1% | -13.6% | -43.6% | -60.8% |
| 5Y | -66.2% | -26.0% | -40.3% | -66.1% |
| 10Y | +328.3% | +335.8% | -7.5% | +36.2% |
| All | +664.8% | +694.3% | -29.5% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling