+81.3%
USB vs HUBS
+273.9%
-192.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.6% | +8.3% | -5.7% | +1.4% |
| 30D | +8.4% | -4.0% | +12.4% | +8.8% |
| 3M | -5.5% | -9.7% | +4.1% | -4.9% |
| 6M | +17.7% | +21.4% | -3.6% | +11.4% |
| YTD | +17.6% | -45.9% | +63.4% | +24.2% |
| 1Y | +33.9% | -44.4% | +78.3% | +40.7% |
| 3Y | +103.8% | -49.7% | +153.5% | +113.6% |
| 5Y | +25.6% | -74.2% | +99.8% | +39.5% |
| All | +81.3% | +273.9% | -192.6% | +10.2% |
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