+1,188.5%
WDC vs HUBS
+323.9%
+864.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -4.3% | -9.0% | +4.7% | -2.3% |
| 30D | -1.5% | +7.2% | -8.7% | -4.1% |
| 3M | -15.5% | +20.9% | -36.4% | -22.4% |
| 6M | +66.5% | -13.0% | +79.5% | +61.2% |
| YTD | +159.9% | -43.8% | +203.7% | +181.6% |
| 1Y | +366.0% | -54.6% | +420.6% | +431.4% |
| 3Y | +1,285.8% | -58.5% | +1,344.3% | +1,475.3% |
| 5Y | +925.6% | -66.4% | +992.0% | +1,023.8% |
| All | +1,188.5% | +323.9% | +864.7% | +371.0% |
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 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