+698.7%
HUBS vs CAPR
-77.9%
+776.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.8% |
| 7D | -4.3% | -9.5% | +5.2% | -4.0% |
| 30D | +14.2% | +121.5% | -107.3% | +11.1% |
| 3M | +15.5% | -65.4% | +80.9% | +16.5% |
| 6M | -18.9% | -67.5% | +48.6% | -18.2% |
| YTD | -40.1% | -68.6% | +28.5% | -39.6% |
| 1Y | -51.8% | +42.7% | -94.5% | -57.1% |
| 3Y | -55.2% | +43.4% | -98.6% | -62.6% |
| 5Y | -64.7% | +86.0% | -150.7% | -71.6% |
| 10Y | +327.0% | -77.4% | +404.4% | +210.2% |
| All | +698.7% | -77.9% | +776.6% | +478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling