+648.6%
HUBS vs ADSK
+272.6%
+376.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -9.0% | -2.5% | -6.5% | -7.1% |
| 30D | +7.2% | -14.9% | +22.1% | +22.1% |
| 3M | +20.9% | +3.3% | +17.5% | +18.6% |
| 6M | -13.0% | -15.7% | +2.6% | +1.8% |
| YTD | -43.8% | -28.2% | -15.6% | -24.8% |
| 1Y | -54.6% | -34.5% | -20.1% | -34.6% |
| 3Y | -58.5% | -2.9% | -55.6% | -56.4% |
| 5Y | -66.4% | -25.3% | -41.1% | -57.3% |
| 10Y | +319.2% | +217.8% | +101.4% | +108.3% |
| All | +648.6% | +272.6% | +376.0% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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