-66.4%
HUBS vs APA
+173.2%
-239.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -9.0% | +4.6% | -13.6% | -9.8% |
| 30D | +7.2% | +11.9% | -4.7% | +5.0% |
| 3M | +20.9% | +22.5% | -1.6% | +15.7% |
| 6M | -13.0% | +37.5% | -50.6% | -18.9% |
| YTD | -43.8% | +87.2% | -131.0% | -51.1% |
| 1Y | -54.6% | +101.4% | -156.1% | -61.5% |
| 3Y | -58.5% | +16.9% | -75.4% | -61.7% |
| All | -66.4% | +173.2% | -239.6% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling