+112.5%
NET vs HUBS
-64.9%
+177.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | +0.2% |
| 7D | -7.0% | -5.0% | -2.0% | -3.2% |
| 30D | -4.8% | -1.0% | -3.7% | -7.4% |
| 3M | +3.8% | +12.4% | -8.5% | -11.9% |
| 6M | +50.0% | -11.1% | +61.2% | +48.4% |
| YTD | +41.5% | -38.3% | +79.8% | +82.3% |
| 1Y | +32.8% | -46.7% | +79.5% | +86.2% |
| 3Y | +335.9% | -55.1% | +391.0% | +549.4% |
| All | +112.5% | -64.9% | +177.3% | +280.1% |
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