+219.8%
CB vs HUBS
+323.9%
-104.1%
-42.6%
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% | +0.1% |
| 7D | -0.7% | -9.0% | +8.3% | +0.1% |
| 30D | -1.2% | +7.2% | -8.4% | -1.9% |
| 3M | +3.8% | +20.9% | -17.1% | +1.5% |
| 6M | +5.8% | -13.0% | +18.8% | +5.5% |
| YTD | +9.4% | -43.8% | +53.2% | +12.9% |
| 1Y | +20.7% | -54.6% | +75.3% | +26.6% |
| 3Y | +70.1% | -58.5% | +128.5% | +76.5% |
| 5Y | +101.4% | -66.4% | +167.8% | +106.4% |
| All | +219.8% | +323.9% | -104.1% | +116.8% |
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 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