-46.7%
HUBS vs CBOE
+29.2%
-75.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | -3.6% | -1.4% | -5.1% |
| 30D | -1.0% | +5.1% | -6.1% | -0.9% |
| 3M | +12.4% | +4.6% | +7.7% | +12.3% |
| 6M | -11.1% | -0.3% | -10.9% | -18.0% |
| YTD | -38.3% | +19.8% | -58.1% | -42.0% |
| 1Y | -46.7% | +28.4% | -75.0% | -50.3% |
| All | -46.7% | +29.2% | -75.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling