+345.9%
CB vs HUBS
+559.3%
-213.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.9% | +8.3% | -5.4% | +2.2% |
| 30D | +7.3% | -4.0% | +11.3% | +7.5% |
| 3M | +9.4% | -9.7% | +19.1% | +9.9% |
| 6M | +19.6% | +21.4% | -1.7% | +16.2% |
| YTD | +21.5% | -45.9% | +67.3% | +25.4% |
| 1Y | +28.0% | -44.4% | +72.4% | +31.6% |
| 3Y | +74.9% | -49.7% | +124.5% | +77.5% |
| 5Y | +108.1% | -74.2% | +182.3% | +120.3% |
| 10Y | +251.8% | +275.5% | -23.7% | +148.8% |
| All | +345.9% | +559.3% | -213.5% | +192.9% |
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