+79.8%
IBM vs HUBS
-58.2%
+138.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.6% | -9.0% | +12.6% | +5.6% |
| 30D | +3.1% | +7.2% | -4.1% | +1.2% |
| 3M | -10.8% | +20.9% | -31.7% | -15.3% |
| 6M | -0.8% | -13.0% | +12.2% | -1.2% |
| YTD | -16.2% | -43.8% | +27.7% | -12.3% |
| 1Y | -2.9% | -54.6% | +51.8% | +4.0% |
| 3Y | +79.8% | -58.5% | +138.3% | +90.4% |
| All | +79.8% | -58.2% | +138.1% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling