-51.7%
HUBS vs CART
+21.6%
-73.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.7% | -2.6% |
| 7D | -5.0% | +1.0% | -6.1% | -5.3% |
| 30D | -1.0% | +12.6% | -13.7% | -4.4% |
| 3M | +12.4% | +23.1% | -10.8% | +6.0% |
| 6M | -11.1% | +39.5% | -50.7% | -18.7% |
| YTD | -38.3% | +13.5% | -51.8% | -41.2% |
| 1Y | -46.7% | +14.9% | -61.5% | -49.7% |
| All | -51.7% | +21.6% | -73.3% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling