+59.5%
SCHW vs HUBS
-66.4%
+125.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -1.9% | -9.0% | +7.1% | -0.6% |
| 30D | -1.6% | +7.2% | -8.9% | -2.9% |
| 3M | +21.3% | +20.9% | +0.4% | +16.5% |
| 6M | +16.5% | -13.0% | +29.5% | +16.0% |
| YTD | +8.4% | -43.8% | +52.3% | +14.7% |
| 1Y | +15.6% | -54.6% | +70.3% | +25.9% |
| 3Y | +86.8% | -58.5% | +145.3% | +101.8% |
| All | +59.5% | -66.4% | +125.9% | +61.1% |
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