+308.1%
HUBS vs ARES
+979.8%
-671.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -9.0% | -6.1% | -2.9% | -5.5% |
| 30D | +7.2% | -7.5% | +14.8% | +12.9% |
| 3M | +20.9% | +0.1% | +20.8% | +20.5% |
| 6M | -13.0% | +30.3% | -43.3% | -27.1% |
| YTD | -43.8% | -16.6% | -27.2% | -39.2% |
| 1Y | -54.6% | -26.1% | -28.5% | -47.6% |
| 3Y | -58.5% | +36.4% | -94.9% | -68.5% |
| 5Y | -66.4% | +95.0% | -161.4% | -79.4% |
| All | +308.1% | +979.8% | -671.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling