+642.7%
HUBS vs ATI
+521.7%
+121.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -2.2% |
| 7D | -12.4% | -2.7% | -9.7% | -11.9% |
| 30D | +1.4% | -13.5% | +14.9% | +4.1% |
| 3M | +16.0% | +8.5% | +7.4% | +12.1% |
| 6M | -17.0% | +25.2% | -42.2% | -22.9% |
| YTD | -44.3% | +73.4% | -117.7% | -52.2% |
| 1Y | -54.3% | +160.5% | -214.8% | -64.5% |
| 3Y | -58.4% | +347.3% | -405.7% | -72.1% |
| 5Y | -66.7% | +1,049.0% | -1,115.6% | -82.0% |
| 10Y | +315.9% | +1,131.4% | -815.5% | +95.1% |
| All | +642.7% | +521.7% | +121.0% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling