-58.5%
HUBS vs AUR
+84.2%
-142.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -9.0% | +1.4% | -10.4% | -9.2% |
| 30D | +7.2% | -6.4% | +13.6% | +7.8% |
| 3M | +20.9% | +7.7% | +13.2% | +18.1% |
| 6M | -13.0% | +44.5% | -57.5% | -20.0% |
| YTD | -43.8% | +67.4% | -111.3% | -49.8% |
| 1Y | -54.6% | +15.4% | -70.1% | -57.1% |
| 3Y | -58.5% | +94.8% | -153.3% | -69.7% |
| All | -58.5% | +84.2% | -142.7% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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