-66.7%
HUBS vs CAPR
+66.0%
-132.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.1% | -2.9% |
| 7D | -12.4% | -10.6% | -1.8% | -12.3% |
| 30D | +1.4% | +111.2% | -109.8% | +0.5% |
| 3M | +16.0% | -67.2% | +83.2% | +16.7% |
| 6M | -17.0% | -75.1% | +58.2% | -16.2% |
| YTD | -44.3% | -71.2% | +26.9% | -43.9% |
| 1Y | -54.3% | +31.1% | -85.4% | -56.9% |
| 3Y | -58.4% | +31.3% | -89.7% | -64.3% |
| 5Y | -66.7% | +69.4% | -136.1% | -74.2% |
| All | -66.7% | +66.0% | -132.7% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling