-66.4%
HUBS vs CBOE
+136.7%
-203.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -9.0% | -5.8% | -3.2% | -8.2% |
| 30D | +7.2% | -3.1% | +10.4% | +7.7% |
| 3M | +20.9% | -4.8% | +25.6% | +21.4% |
| 6M | -13.0% | -0.6% | -12.5% | -15.3% |
| YTD | -43.8% | +12.8% | -56.6% | -46.8% |
| 1Y | -54.6% | +19.8% | -74.4% | -57.7% |
| 3Y | -58.5% | +86.9% | -145.4% | -71.1% |
| All | -66.4% | +136.7% | -203.0% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling