+46.6%
XYZ vs HUBS
-58.6%
+105.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.6% |
| 7D | -5.2% | -12.4% | +7.2% | -0.9% |
| 30D | 0.0% | +1.4% | -1.4% | -1.1% |
| 3M | +18.7% | +16.0% | +2.7% | +9.9% |
| 6M | +20.5% | -17.0% | +37.5% | +22.5% |
| YTD | +21.5% | -44.3% | +65.8% | +46.6% |
| 1Y | +7.2% | -54.3% | +61.5% | +40.7% |
| All | +46.6% | -58.6% | +105.2% | +84.2% |
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