-66.6%
HUBS vs APD
+23.2%
-89.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.7% |
| 7D | -12.4% | -3.5% | -8.9% | -11.2% |
| 30D | +1.4% | -5.1% | +6.4% | +3.4% |
| 3M | +16.0% | +6.9% | +9.1% | +12.5% |
| 6M | -17.0% | +8.1% | -25.1% | -20.6% |
| YTD | -44.3% | +21.2% | -65.5% | -50.0% |
| 1Y | -54.3% | +4.9% | -59.2% | -56.2% |
| 3Y | -58.4% | +6.3% | -64.7% | -61.5% |
| All | -66.6% | +23.2% | -89.8% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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