-58.5%
HUBS vs ALM
+1,801.8%
-1,860.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +0.7% |
| 7D | -9.0% | -11.8% | +2.8% | -9.1% |
| 30D | +7.2% | +7.8% | -0.6% | +7.4% |
| 3M | +20.9% | -9.3% | +30.1% | +21.3% |
| 6M | -13.0% | -30.5% | +17.4% | -12.6% |
| YTD | -43.8% | +75.8% | -119.7% | -45.5% |
| 1Y | -54.6% | +241.2% | -295.8% | -57.1% |
| 3Y | -58.5% | +1,872.6% | -1,931.1% | -63.6% |
| All | -58.5% | +1,801.8% | -1,860.2% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling