-54.1%
HUBS vs ALM
+44.8%
-98.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.1% |
| 7D | -13.0% | -6.4% | -6.6% | -13.7% |
| 30D | -1.8% | -35.0% | +33.2% | -6.4% |
| 3M | -13.0% | -33.8% | +20.9% | -16.0% |
| 6M | -12.4% | -55.0% | +42.6% | -16.6% |
| YTD | -46.0% | -0.2% | -45.8% | -49.3% |
| 1Y | -54.1% | +41.8% | -95.9% | -56.0% |
| All | -54.1% | +44.8% | -98.9% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling