+648.6%
HUBS vs WY
+9.3%
+639.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -9.0% | -4.2% | -4.8% | -6.7% |
| 30D | +7.2% | -10.1% | +17.3% | +13.9% |
| 3M | +20.9% | -8.5% | +29.4% | +27.1% |
| 6M | -13.0% | -3.3% | -9.7% | -12.8% |
| YTD | -43.8% | -4.4% | -39.5% | -44.1% |
| 1Y | -54.6% | -11.5% | -43.2% | -52.8% |
| 3Y | -58.5% | -24.3% | -34.1% | -54.0% |
| 5Y | -66.4% | -21.3% | -45.1% | -62.7% |
| 10Y | +319.2% | +7.0% | +312.2% | +239.3% |
| All | +648.6% | +9.3% | +639.3% | +454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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