-58.5%
HUBS vs APA
+12.4%
-70.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -9.0% | +4.6% | -13.6% | -9.5% |
| 30D | +7.2% | +11.9% | -4.7% | +5.8% |
| 3M | +20.9% | +22.5% | -1.6% | +17.6% |
| 6M | -13.0% | +37.5% | -50.6% | -16.8% |
| YTD | -43.8% | +87.2% | -131.0% | -48.6% |
| 1Y | -54.6% | +101.4% | -156.1% | -59.3% |
| 3Y | -58.5% | +16.9% | -75.4% | -62.4% |
| All | -58.5% | +12.4% | -70.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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