-66.4%
HUBS vs AUR
-35.1%
-31.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -9.0% | +1.4% | -10.4% | -9.3% |
| 30D | +7.2% | -6.4% | +13.6% | +8.0% |
| 3M | +20.9% | +7.7% | +13.2% | +17.1% |
| 6M | -13.0% | +44.5% | -57.5% | -22.2% |
| YTD | -43.8% | +67.4% | -111.3% | -51.6% |
| 1Y | -54.6% | +15.4% | -70.1% | -57.8% |
| 3Y | -58.5% | +94.8% | -153.3% | -71.6% |
| All | -66.4% | -35.1% | -31.3% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling