-66.4%
HUBS vs AU
+686.2%
-752.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -9.0% | -4.3% | -4.7% | -8.7% |
| 30D | +7.2% | +7.3% | -0.1% | +6.7% |
| 3M | +20.9% | +26.3% | -5.5% | +18.9% |
| 6M | -13.0% | +1.8% | -14.8% | -13.7% |
| YTD | -43.8% | +26.8% | -70.7% | -46.3% |
| 1Y | -54.6% | +66.7% | -121.3% | -58.5% |
| 3Y | -58.5% | +579.1% | -637.5% | -71.9% |
| All | -66.4% | +686.2% | -752.6% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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