+143.9%
WFC vs HUBS
+578.5%
-434.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.2% |
| 7D | +0.3% | -12.4% | +12.7% | +2.3% |
| 30D | +2.3% | +1.4% | +0.9% | +1.5% |
| 3M | +9.8% | +16.0% | -6.2% | +5.6% |
| 6M | +15.6% | -17.0% | +32.5% | +15.5% |
| YTD | -2.4% | -44.3% | +41.8% | +3.5% |
| 1Y | +13.8% | -54.3% | +68.1% | +24.3% |
| 3Y | +134.6% | -58.4% | +193.0% | +155.4% |
| 5Y | +127.9% | -66.7% | +194.6% | +142.0% |
| 10Y | +141.8% | +315.9% | -174.1% | +51.7% |
| All | +143.9% | +578.5% | -434.6% | +44.0% |
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