+304.1%
CB vs HUBS
+651.4%
-347.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.7% |
| 7D | +0.5% | -5.0% | +5.5% | +0.9% |
| 30D | -3.1% | -1.0% | -2.1% | -3.4% |
| 3M | +9.0% | +12.4% | -3.4% | +7.2% |
| 6M | +2.9% | -11.1% | +14.0% | +2.4% |
| YTD | +10.1% | -38.3% | +48.4% | +12.7% |
| 1Y | +22.8% | -46.7% | +69.5% | +26.9% |
| 3Y | +73.8% | -55.1% | +128.9% | +79.3% |
| 5Y | +99.2% | -64.8% | +164.0% | +103.6% |
| 10Y | +218.2% | +334.3% | -116.1% | +122.8% |
| All | +304.1% | +651.4% | -347.3% | +163.4% |
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 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