-58.5%
HUBS vs CBOE
+89.1%
-147.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.4% |
| 7D | -9.0% | -5.8% | -3.2% | -10.0% |
| 30D | +7.2% | -3.1% | +10.4% | +6.8% |
| 3M | +20.9% | -4.8% | +25.6% | +19.5% |
| 6M | -13.0% | -0.6% | -12.5% | -14.0% |
| YTD | -43.8% | +12.8% | -56.6% | -41.9% |
| 1Y | -54.6% | +19.8% | -74.4% | -52.0% |
| 3Y | -58.5% | +86.9% | -145.4% | -55.1% |
| All | -58.5% | +89.1% | -147.6% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling