-66.4%
HUBS vs ADM
+65.2%
-131.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -9.0% | +2.5% | -11.5% | -9.1% |
| 30D | +7.2% | +9.5% | -2.2% | +6.6% |
| 3M | +20.9% | +10.6% | +10.3% | +19.9% |
| 6M | -13.0% | +24.0% | -37.1% | -14.4% |
| YTD | -43.8% | +54.0% | -97.8% | -45.8% |
| 1Y | -54.6% | +45.3% | -100.0% | -56.0% |
| 3Y | -58.5% | +21.8% | -80.2% | -59.1% |
| All | -66.4% | +65.2% | -131.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 5y: compounded portfolio wealth divided by compounded ADM 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…
5y analysis · Full analysis span regression · 6 months rolling