+642.7%
HUBS vs ADM
+157.0%
+485.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -12.4% | +3.0% | -15.4% | -13.2% |
| 30D | +1.4% | +8.7% | -7.3% | -1.3% |
| 3M | +16.0% | +7.6% | +8.3% | +12.8% |
| 6M | -17.0% | +26.9% | -43.9% | -23.5% |
| YTD | -44.3% | +54.3% | -98.6% | -51.9% |
| 1Y | -54.3% | +45.7% | -100.0% | -60.0% |
| 3Y | -58.4% | +21.9% | -80.3% | -62.4% |
| 5Y | -66.7% | +67.2% | -133.8% | -75.0% |
| 10Y | +315.9% | +177.7% | +138.2% | +122.6% |
| All | +642.7% | +157.0% | +485.7% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling