+629.3%
ON vs HUBS
+323.9%
+305.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.2% |
| 7D | +2.4% | -9.0% | +11.4% | +5.9% |
| 30D | -8.6% | +7.2% | -15.9% | -12.2% |
| 3M | -34.3% | +20.9% | -55.2% | -43.0% |
| 6M | +28.5% | -13.0% | +41.6% | +20.3% |
| YTD | +40.6% | -43.8% | +84.5% | +55.2% |
| 1Y | +55.3% | -54.6% | +110.0% | +86.8% |
| 3Y | -22.2% | -58.5% | +36.3% | -7.1% |
| 5Y | +62.4% | -66.4% | +128.8% | +91.1% |
| All | +629.3% | +323.9% | +305.4% | +141.2% |
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