-66.4%
HUBS vs ATI
+1,029.4%
-1,095.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -5.6% | -3.4% | -8.0% |
| 30D | +7.2% | -13.7% | +21.0% | +10.0% |
| 3M | +20.9% | -0.4% | +21.2% | +19.1% |
| 6M | -13.0% | +26.2% | -39.3% | -20.2% |
| YTD | -43.8% | +73.2% | -117.1% | -53.4% |
| 1Y | -54.6% | +161.6% | -216.3% | -67.0% |
| 3Y | -58.5% | +346.2% | -404.6% | -75.5% |
| All | -66.4% | +1,029.4% | -1,095.7% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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