+308.1%
HUBS vs CAPR
-78.4%
+386.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -9.0% | -11.0% | +2.0% | -8.7% |
| 30D | +7.2% | +99.8% | -92.5% | +4.7% |
| 3M | +20.9% | -66.6% | +87.4% | +21.9% |
| 6M | -13.0% | -75.1% | +62.0% | -11.5% |
| YTD | -43.8% | -71.0% | +27.1% | -43.3% |
| 1Y | -54.6% | +30.0% | -84.6% | -59.5% |
| 3Y | -58.5% | +29.0% | -87.4% | -65.1% |
| 5Y | -66.4% | +70.8% | -137.2% | -72.9% |
| All | +308.1% | -78.4% | +386.6% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling