+70.3%
T vs HUBS
+323.9%
-253.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | +1.5% | -9.0% | +10.5% | +2.0% |
| 30D | +7.5% | +7.2% | +0.2% | +7.0% |
| 3M | +14.8% | +20.9% | -6.0% | +13.2% |
| 6M | -1.7% | -13.0% | +11.3% | -1.9% |
| YTD | +8.7% | -43.8% | +52.5% | +11.1% |
| 1Y | -7.5% | -54.6% | +47.2% | -4.4% |
| 3Y | +110.2% | -58.5% | +168.7% | +115.2% |
| 5Y | +71.6% | -66.4% | +138.1% | +72.8% |
| All | +70.3% | +323.9% | -253.6% | +26.8% |
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 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