-53.1%
HUBS vs CART
+14.3%
-67.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.1% | -1.1% |
| 7D | -4.3% | -4.1% | -0.2% | -3.1% |
| 30D | +14.2% | -4.3% | +18.6% | +15.9% |
| 3M | +15.5% | +13.1% | +2.4% | +11.8% |
| 6M | -18.9% | +26.0% | -44.9% | -23.7% |
| YTD | -40.1% | +6.7% | -46.8% | -41.8% |
| 1Y | -51.8% | +6.3% | -58.0% | -53.5% |
| All | -53.1% | +14.3% | -67.4% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling