+103.2%
USB vs HUBS
-53.9%
+157.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | 0.0% |
| 7D | +1.4% | -5.0% | +6.5% | +1.9% |
| 30D | -1.3% | -1.0% | -0.3% | -1.6% |
| 3M | +15.2% | +12.4% | +2.9% | +12.7% |
| 6M | +18.8% | -11.1% | +30.0% | +19.0% |
| YTD | +21.0% | -38.3% | +59.3% | +29.7% |
| 1Y | +34.0% | -46.7% | +80.7% | +47.0% |
| All | +103.2% | -53.9% | +157.1% | +112.8% |
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 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