-99.9%
DFNS vs HUBS
-0.8%
-99.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.4% | -4.3% |
| 7D | +4.6% | -6.2% | +10.9% | +5.3% |
| 30D | -73.9% | +6.6% | -80.5% | -74.1% |
| 3M | -71.7% | +16.4% | -88.1% | -72.1% |
| 6M | -94.6% | -19.7% | -74.8% | -94.7% |
| YTD | -98.1% | -42.6% | -55.4% | -98.2% |
| 1Y | -98.3% | -54.2% | -44.1% | -98.4% |
| 3Y | -99.9% | -57.1% | -42.7% | -99.9% |
| 5Y | -99.9% | -66.2% | -33.6% | -99.9% |
| All | -99.9% | -0.8% | -99.1% | -99.9% |
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 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