+143.8%
IBM vs HUBS
+323.9%
-180.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +3.6% | -9.0% | +12.6% | +4.9% |
| 30D | +3.1% | +7.2% | -4.1% | +1.8% |
| 3M | -10.8% | +20.9% | -31.7% | -13.7% |
| 6M | -0.8% | -13.0% | +12.2% | -0.6% |
| YTD | -16.2% | -43.8% | +27.7% | -12.2% |
| 1Y | -2.9% | -54.6% | +51.8% | +3.7% |
| 3Y | +79.8% | -58.5% | +138.3% | +91.2% |
| 5Y | +124.9% | -66.4% | +191.3% | +135.8% |
| All | +143.8% | +323.9% | -180.1% | +59.1% |
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