+3,154.0%
CLS vs HUBS
+323.9%
+2,830.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.4% |
| 7D | +10.9% | -9.0% | +19.9% | +13.5% |
| 30D | +2.1% | +7.2% | -5.2% | -0.4% |
| 3M | -10.2% | +20.9% | -31.1% | -16.6% |
| 6M | +30.4% | -13.0% | +43.4% | +28.8% |
| YTD | +17.2% | -43.8% | +61.1% | +29.1% |
| 1Y | +41.0% | -54.6% | +95.7% | +63.6% |
| 3Y | +1,338.0% | -58.5% | +1,396.4% | +1,602.9% |
| 5Y | +3,860.6% | -66.4% | +3,927.0% | +4,436.0% |
| All | +3,154.0% | +323.9% | +2,830.1% | +1,814.8% |
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