-60.8%
HUBS vs AS
+114.1%
-174.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.0% |
| 7D | -4.3% | -2.6% | -1.6% | -3.5% |
| 30D | +14.2% | -22.1% | +36.4% | +23.4% |
| 3M | +15.5% | -15.3% | +30.8% | +21.6% |
| 6M | -18.9% | -15.6% | -3.4% | -15.3% |
| YTD | -40.1% | -23.2% | -16.9% | -35.7% |
| 1Y | -51.8% | -21.7% | -30.1% | -48.9% |
| All | -60.8% | +114.1% | -174.9% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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