+238.9%
CRM vs HUBS
+323.9%
-85.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -4.4% | -9.0% | +4.6% | -0.3% |
| 30D | +28.1% | +7.2% | +20.9% | +24.1% |
| 3M | +48.8% | +20.9% | +28.0% | +34.3% |
| 6M | +28.3% | -13.0% | +41.3% | +31.7% |
| YTD | -6.0% | -43.8% | +37.8% | +15.9% |
| 1Y | +1.4% | -54.6% | +56.1% | +36.2% |
| 3Y | +11.8% | -58.5% | +70.3% | +52.0% |
| 5Y | -2.0% | -66.4% | +64.4% | +32.4% |
| All | +238.9% | +323.9% | -85.0% | +55.3% |
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