+717.0%
JPM vs HUBS
+578.5%
+138.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | -2.3% | -12.4% | +10.0% | -0.6% |
| 30D | -2.3% | +1.4% | -3.7% | -2.9% |
| 3M | +14.9% | +16.0% | -1.1% | +10.8% |
| 6M | +23.6% | -17.0% | +40.6% | +23.5% |
| YTD | +11.3% | -44.3% | +55.6% | +17.5% |
| 1Y | +19.9% | -54.3% | +74.2% | +29.9% |
| 3Y | +162.6% | -58.4% | +221.0% | +182.8% |
| 5Y | +154.6% | -66.7% | +221.3% | +167.7% |
| 10Y | +589.9% | +315.9% | +274.0% | +320.4% |
| All | +717.0% | +578.5% | +138.6% | +358.9% |
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