+81.6%
KO vs HUBS
-66.7%
+148.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | -1.1% | -12.4% | +11.3% | -0.9% |
| 30D | +1.6% | +1.4% | +0.2% | +1.5% |
| 3M | +5.8% | +16.0% | -10.2% | +5.4% |
| 6M | +14.3% | -17.0% | +31.3% | +14.3% |
| YTD | +27.3% | -44.3% | +71.6% | +28.4% |
| 1Y | +33.2% | -54.3% | +87.5% | +34.9% |
| 3Y | +64.5% | -58.4% | +122.9% | +65.4% |
| All | +81.6% | -66.7% | +148.3% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling