+308.1%
HUBS vs WWD
+498.2%
-190.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -9.0% | -2.6% | -6.4% | -8.0% |
| 30D | +7.2% | -6.9% | +14.2% | +9.8% |
| 3M | +20.9% | -13.0% | +33.9% | +26.0% |
| 6M | -13.0% | -12.5% | -0.6% | -11.5% |
| YTD | -43.8% | +11.8% | -55.7% | -49.8% |
| 1Y | -54.6% | +41.1% | -95.7% | -64.1% |
| 3Y | -58.5% | +163.1% | -221.5% | -76.3% |
| 5Y | -66.4% | +187.6% | -254.0% | -81.9% |
| All | +308.1% | +498.2% | -190.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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