-55.9%
HUBS vs CBOE
+41.5%
-97.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.3% | -7.7% | -5.6% |
| 7D | -14.4% | +12.4% | -26.8% | -15.6% |
| 30D | -5.6% | +26.9% | -32.5% | -7.5% |
| 3M | -18.1% | +24.3% | -42.4% | -19.8% |
| 6M | -16.7% | +3.1% | -19.9% | -20.1% |
| YTD | -48.9% | +41.7% | -90.6% | -54.6% |
| 1Y | -55.9% | +41.5% | -97.4% | -61.1% |
| All | -55.9% | +41.5% | -97.3% | -61.1% |
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