+449.4%
CME vs HUBS
+598.6%
-149.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.4% | -0.4% |
| 7D | -0.6% | -6.2% | +5.6% | -0.1% |
| 30D | +4.7% | +6.6% | -1.9% | +3.9% |
| 3M | +7.8% | +16.4% | -8.6% | +5.6% |
| 6M | -11.0% | -19.7% | +8.8% | -10.6% |
| YTD | +4.0% | -42.6% | +46.7% | +7.4% |
| 1Y | +9.1% | -54.2% | +63.3% | +14.7% |
| 3Y | +52.3% | -57.1% | +109.4% | +57.4% |
| 5Y | +76.1% | -66.2% | +142.3% | +79.9% |
| 10Y | +280.6% | +328.3% | -47.7% | +168.5% |
| All | +449.4% | +598.6% | -149.2% | +272.0% |
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