+118.4%
IBM vs HUBS
+598.6%
-480.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.3% | +7.6% | +4.0% |
| 7D | +3.6% | -6.2% | +9.8% | +4.4% |
| 30D | +1.5% | +6.6% | -5.1% | +0.4% |
| 3M | -12.9% | +16.4% | -29.4% | -15.2% |
| 6M | -3.9% | -19.7% | +15.8% | -2.8% |
| YTD | -17.3% | -42.6% | +25.3% | -13.6% |
| 1Y | -5.0% | -54.2% | +49.2% | +1.3% |
| 3Y | +78.2% | -57.1% | +135.4% | +88.8% |
| 5Y | +120.6% | -66.2% | +186.9% | +130.9% |
| 10Y | +144.5% | +328.3% | -183.8% | +64.8% |
| All | +118.4% | +598.6% | -480.2% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling