+664.8%
HUBS vs A
+296.2%
+368.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.8% | -3.2% |
| 7D | -6.2% | -4.4% | -1.9% | -3.1% |
| 30D | +6.6% | -2.7% | +9.3% | +8.8% |
| 3M | +16.4% | +7.0% | +9.4% | +10.0% |
| 6M | -19.7% | +24.6% | -44.4% | -33.9% |
| YTD | -42.6% | +7.0% | -49.7% | -47.2% |
| 1Y | -54.2% | +15.6% | -69.7% | -61.0% |
| 3Y | -57.1% | +29.9% | -87.1% | -69.2% |
| 5Y | -66.2% | -15.4% | -50.9% | -64.5% |
| 10Y | +328.3% | +248.9% | +79.4% | +42.5% |
| All | +664.8% | +296.2% | +368.6% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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