+648.6%
HUBS vs CAH
+318.5%
+330.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -9.0% | -5.1% | -3.9% | -8.0% |
| 30D | +7.2% | +0.2% | +7.1% | +7.1% |
| 3M | +20.9% | +6.3% | +14.6% | +19.2% |
| 6M | -13.0% | +9.4% | -22.4% | -15.0% |
| YTD | -43.8% | +15.0% | -58.8% | -46.1% |
| 1Y | -54.6% | +55.4% | -110.1% | -59.7% |
| 3Y | -58.5% | +173.8% | -232.3% | -68.2% |
| 5Y | -66.4% | +395.2% | -461.6% | -78.5% |
| 10Y | +319.2% | +293.2% | +26.0% | +163.0% |
| All | +648.6% | +318.5% | +330.2% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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