-73.9%
HUBS vs ALK
-31.3%
-42.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.1% |
| 7D | +8.3% | -1.2% | +9.5% | +8.5% |
| 30D | -4.0% | +7.7% | -11.7% | -7.1% |
| 3M | -9.7% | -19.0% | +9.3% | -3.9% |
| 6M | +21.4% | -0.2% | +21.6% | +16.6% |
| YTD | -45.9% | -23.5% | -22.4% | -43.7% |
| 1Y | -44.4% | -9.1% | -35.3% | -47.0% |
| 3Y | -49.7% | +12.0% | -61.7% | -62.7% |
| All | -73.9% | -31.3% | -42.5% | -74.6% |
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