-66.7%
HUBS vs ADVB
-96.8%
+30.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.2% | +1.0% |
| 7D | +8.3% | +27.8% | -19.5% | +7.9% |
| 30D | -4.0% | -50.8% | +46.8% | -3.8% |
| 3M | -9.7% | -70.5% | +60.8% | -9.2% |
| 6M | +21.4% | -46.7% | +68.1% | +17.2% |
| YTD | -45.9% | -56.7% | +10.8% | -47.2% |
| 1Y | -44.4% | -71.8% | +27.4% | -44.6% |
| All | -66.7% | -96.8% | +30.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling