+664.8%
HUBS vs ALM
+1,262.3%
-597.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.1% | -4.2% |
| 7D | -6.2% | +3.6% | -9.9% | -6.3% |
| 30D | +6.6% | +33.8% | -27.2% | +5.9% |
| 3M | +16.4% | +14.8% | +1.7% | +15.8% |
| 6M | -19.7% | -7.0% | -12.8% | -20.1% |
| YTD | -42.6% | +108.1% | -150.7% | -44.6% |
| 1Y | -54.2% | +313.8% | -367.9% | -56.9% |
| 3Y | -57.1% | +2,227.6% | -2,284.8% | -63.0% |
| 5Y | -66.2% | +956.6% | -1,022.9% | -70.3% |
| 10Y | +328.3% | +3,082.3% | -2,754.0% | +254.2% |
| All | +664.8% | +1,262.3% | -597.6% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling