+274.2%
CME vs HUBS
+323.9%
-49.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -1.6% | -9.0% | +7.4% | -0.7% |
| 30D | +5.6% | +7.2% | -1.6% | +4.7% |
| 3M | +5.6% | +20.9% | -15.3% | +2.9% |
| 6M | -8.3% | -13.0% | +4.8% | -8.5% |
| YTD | +4.3% | -43.8% | +48.2% | +8.3% |
| 1Y | +9.1% | -54.6% | +63.7% | +15.5% |
| 3Y | +52.1% | -58.5% | +110.5% | +58.1% |
| 5Y | +79.7% | -66.4% | +146.1% | +84.2% |
| All | +274.2% | +323.9% | -49.6% | +119.9% |
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 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