+1.5%
CARR vs HUBS
-58.2%
+59.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | -3.8% | -9.0% | +5.2% | -3.2% |
| 30D | -8.9% | +7.2% | -16.1% | -9.4% |
| 3M | -17.3% | +20.9% | -38.2% | -19.0% |
| 6M | -1.4% | -13.0% | +11.6% | -0.9% |
| YTD | +10.0% | -43.8% | +53.8% | +20.1% |
| 1Y | -6.4% | -54.6% | +48.3% | +6.9% |
| 3Y | +1.5% | -58.5% | +60.0% | +13.8% |
| All | +1.5% | -58.2% | +59.8% | +13.8% |
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