+286.8%
ORCL vs HUBS
+559.3%
-272.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.5% |
| 7D | +8.0% | +8.3% | -0.3% | +6.3% |
| 30D | -4.0% | -4.0% | 0.0% | -3.4% |
| 3M | -19.5% | -9.7% | -9.8% | -18.7% |
| 6M | -33.5% | +21.4% | -54.8% | -37.8% |
| YTD | -34.8% | -45.9% | +11.0% | -29.7% |
| 1Y | -41.6% | -44.4% | +2.8% | -37.4% |
| 3Y | +13.8% | -49.7% | +63.4% | +22.3% |
| 5Y | +43.4% | -74.2% | +117.6% | +63.9% |
| 10Y | +268.8% | +275.5% | -6.7% | +141.1% |
| All | +286.8% | +559.3% | -272.6% | +135.8% |
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