+670.3%
V vs HUBS
+598.6%
+71.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.5% |
| 7D | -2.9% | -6.2% | +3.3% | -1.7% |
| 30D | +1.9% | +6.6% | -4.7% | +0.1% |
| 3M | +13.2% | +16.4% | -3.2% | +8.0% |
| 6M | +16.7% | -19.7% | +36.5% | +17.8% |
| YTD | +5.4% | -42.6% | +48.0% | +13.1% |
| 1Y | +7.7% | -54.2% | +61.8% | +20.3% |
| 3Y | +52.0% | -57.1% | +109.1% | +66.6% |
| 5Y | +67.7% | -66.2% | +134.0% | +80.1% |
| 10Y | +384.8% | +328.3% | +56.5% | +160.3% |
| All | +670.3% | +598.6% | +71.6% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling