+487.4%
CSX vs HUBS
+323.9%
+163.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -0.9% | -9.0% | +8.1% | +0.5% |
| 30D | -2.0% | +7.2% | -9.2% | -3.4% |
| 3M | +3.6% | +20.9% | -17.2% | -1.0% |
| 6M | +22.0% | -13.0% | +35.1% | +21.0% |
| YTD | +36.3% | -43.8% | +80.1% | +44.7% |
| 1Y | +50.9% | -54.6% | +105.6% | +65.8% |
| 3Y | +69.2% | -58.5% | +127.6% | +83.5% |
| 5Y | +69.2% | -66.4% | +135.7% | +78.7% |
| All | +487.4% | +323.9% | +163.6% | +215.9% |
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