+648.6%
HUBS vs CBOE
+493.6%
+155.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | -9.0% | -5.8% | -3.2% | -7.4% |
| 30D | +7.2% | -3.1% | +10.4% | +8.0% |
| 3M | +20.9% | -4.8% | +25.6% | +21.8% |
| 6M | -13.0% | -0.6% | -12.5% | -15.1% |
| YTD | -43.8% | +12.8% | -56.6% | -47.5% |
| 1Y | -54.6% | +19.8% | -74.4% | -58.5% |
| 3Y | -58.5% | +86.9% | -145.4% | -69.6% |
| 5Y | -66.4% | +136.5% | -202.9% | -78.0% |
| 10Y | +319.2% | +368.4% | -49.2% | +95.1% |
| All | +648.6% | +493.6% | +155.0% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling