+599.1%
XYZ vs HUBS
+323.9%
+275.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -4.3% | -9.0% | +4.7% | +1.3% |
| 30D | +1.2% | +7.2% | -6.1% | -4.5% |
| 3M | +14.6% | +20.9% | -6.2% | -3.5% |
| 6M | +22.6% | -13.0% | +35.6% | +17.4% |
| YTD | +21.7% | -43.8% | +65.5% | +50.8% |
| 1Y | +6.7% | -54.6% | +61.4% | +48.9% |
| 3Y | +46.8% | -58.5% | +105.3% | +101.4% |
| 5Y | -68.0% | -66.4% | -1.6% | -52.8% |
| All | +599.1% | +323.9% | +275.2% | +181.4% |
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