+135.0%
WFC vs HUBS
-58.2%
+193.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.4% | -9.0% | +9.4% | +1.4% |
| 30D | +1.5% | +7.2% | -5.7% | +0.3% |
| 3M | +10.2% | +20.9% | -10.7% | +6.2% |
| 6M | +18.8% | -13.0% | +31.8% | +18.7% |
| YTD | -1.5% | -43.8% | +42.3% | +6.7% |
| 1Y | +13.5% | -54.6% | +68.2% | +28.2% |
| 3Y | +135.0% | -58.5% | +193.4% | +158.1% |
| All | +135.0% | -58.2% | +193.2% | +158.1% |
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