+664.8%
HUBS vs APA
-29.2%
+693.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.2% | -4.8% |
| 7D | -6.2% | +0.3% | -6.6% | -6.3% |
| 30D | +6.6% | +9.3% | -2.7% | +4.9% |
| 3M | +16.4% | +23.3% | -6.9% | +11.4% |
| 6M | -19.7% | +39.5% | -59.2% | -25.2% |
| YTD | -42.6% | +87.6% | -130.3% | -49.7% |
| 1Y | -54.2% | +114.2% | -168.4% | -61.2% |
| 3Y | -57.1% | +13.6% | -70.7% | -60.3% |
| 5Y | -66.2% | +175.6% | -241.8% | -74.2% |
| 10Y | +328.3% | -2.6% | +330.9% | +210.1% |
| All | +664.8% | -29.2% | +693.9% | +491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling