-66.7%
HUBS vs ALK
-31.3%
-35.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -12.4% | -3.1% | -9.3% | -11.4% |
| 30D | +1.4% | -17.1% | +18.5% | +8.1% |
| 3M | +16.0% | -3.8% | +19.7% | +16.1% |
| 6M | -17.0% | -5.3% | -11.7% | -18.7% |
| YTD | -44.3% | -20.3% | -24.0% | -42.2% |
| 1Y | -54.3% | -36.0% | -18.3% | -48.0% |
| 3Y | -58.4% | +0.8% | -59.1% | -65.4% |
| 5Y | -66.7% | -28.5% | -38.2% | -68.6% |
| All | -66.7% | -31.3% | -35.4% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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