+308.1%
HUBS vs WTW
+198.0%
+110.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -9.0% | -5.7% | -3.3% | -5.6% |
| 30D | +7.2% | -7.3% | +14.5% | +12.4% |
| 3M | +20.9% | +21.5% | -0.6% | +6.7% |
| 6M | -13.0% | +9.6% | -22.7% | -18.4% |
| YTD | -43.8% | -3.3% | -40.6% | -43.6% |
| 1Y | -54.6% | -6.1% | -48.5% | -53.7% |
| 3Y | -58.5% | +61.8% | -120.3% | -71.4% |
| 5Y | -66.4% | +42.7% | -109.1% | -74.9% |
| All | +308.1% | +198.0% | +110.1% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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