+84.5%
USB vs HUBS
+275.3%
-190.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | 0.0% | -14.6% | +14.6% | +2.1% |
| 30D | +5.8% | -8.9% | +14.8% | +7.0% |
| 3M | -6.0% | -0.9% | -5.1% | -6.7% |
| 6M | +7.8% | -14.7% | +22.5% | +7.1% |
| YTD | +14.6% | -50.0% | +64.6% | +22.4% |
| 1Y | +31.8% | -49.2% | +81.0% | +40.3% |
| 3Y | +91.5% | -52.3% | +143.8% | +102.0% |
| 5Y | +22.0% | -75.0% | +97.0% | +35.7% |
| All | +84.5% | +275.3% | -190.8% | +13.7% |
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