+138.6%
NOK vs HUBS
+323.9%
-185.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +11.0% | -9.0% | +20.0% | +12.4% |
| 30D | +7.8% | +7.2% | +0.6% | +6.2% |
| 3M | -21.0% | +20.9% | -41.9% | -24.8% |
| 6M | +40.9% | -13.0% | +53.9% | +39.4% |
| YTD | +72.0% | -43.8% | +115.9% | +82.4% |
| 1Y | +140.9% | -54.6% | +195.6% | +163.4% |
| 3Y | +194.3% | -58.5% | +252.7% | +217.1% |
| 5Y | +112.5% | -66.4% | +178.9% | +123.1% |
| All | +138.6% | +323.9% | -185.3% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling