+91.5%
USB vs HUBS
-53.1%
+144.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | 0.0% | -14.6% | +14.6% | +1.4% |
| 30D | +5.8% | -8.9% | +14.8% | +6.6% |
| 3M | -6.0% | -0.9% | -5.1% | -6.5% |
| 6M | +7.8% | -14.7% | +22.5% | +7.3% |
| YTD | +14.6% | -50.0% | +64.6% | +24.7% |
| 1Y | +31.8% | -49.2% | +81.0% | +42.8% |
| 3Y | +91.5% | -52.3% | +143.8% | +85.6% |
| All | +91.5% | -53.1% | +144.6% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling