+201.1%
WELL vs HUBS
-66.4%
+267.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.2% | -9.0% | +8.8% | +0.2% |
| 30D | +2.3% | +7.2% | -4.9% | +1.9% |
| 3M | +12.3% | +20.9% | -8.6% | +10.8% |
| 6M | +15.6% | -13.0% | +28.6% | +15.5% |
| YTD | +28.3% | -43.8% | +72.2% | +32.3% |
| 1Y | +41.9% | -54.6% | +96.6% | +48.7% |
| 3Y | +198.3% | -58.5% | +256.8% | +210.3% |
| All | +201.1% | -66.4% | +267.5% | +197.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling