-56.4%
HUBS vs CART
+12.5%
-68.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.3% |
| 7D | -12.4% | -8.7% | -3.7% | -9.9% |
| 30D | +1.4% | -4.4% | +5.7% | +2.9% |
| 3M | +16.0% | +14.6% | +1.3% | +11.8% |
| 6M | -17.0% | +24.4% | -41.4% | -21.6% |
| YTD | -44.3% | +5.0% | -49.3% | -45.7% |
| 1Y | -54.3% | +0.5% | -54.8% | -55.4% |
| All | -56.4% | +12.5% | -68.9% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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