+448.2%
HUT vs HUBS
+89.7%
+358.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.4% |
| 7D | +5.4% | -9.0% | +14.4% | +10.6% |
| 30D | +8.6% | +7.2% | +1.4% | +1.6% |
| 3M | -15.2% | +20.9% | -36.1% | -31.8% |
| 6M | +92.9% | -13.0% | +105.9% | +72.1% |
| YTD | +114.6% | -43.8% | +158.5% | +141.0% |
| 1Y | +208.5% | -54.6% | +263.2% | +294.9% |
| 3Y | +821.5% | -58.5% | +880.0% | +1,121.1% |
| 5Y | +101.8% | -66.4% | +168.2% | +184.4% |
| All | +448.2% | +89.7% | +358.6% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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