+511.3%
CSX vs HUBS
+559.3%
-48.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | +6.0% | +8.3% | -2.3% | +4.7% |
| 30D | +7.8% | -4.0% | +11.8% | +8.3% |
| 3M | +4.1% | -9.7% | +13.8% | +5.0% |
| 6M | +17.9% | +21.4% | -3.5% | +11.4% |
| YTD | +44.9% | -45.9% | +90.8% | +53.3% |
| 1Y | +51.1% | -44.4% | +95.5% | +59.0% |
| 3Y | +78.3% | -49.7% | +128.0% | +85.1% |
| 5Y | +58.1% | -74.2% | +132.3% | +75.3% |
| 10Y | +417.9% | +275.5% | +142.4% | +216.1% |
| All | +511.3% | +559.3% | -48.0% | +258.8% |
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 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