+287.9%
HUBS vs CF
+479.1%
-191.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +8.3% | +4.8% | +3.5% | +7.1% |
| 30D | -4.0% | +4.7% | -8.7% | -5.2% |
| 3M | -9.7% | +7.4% | -17.1% | -11.7% |
| 6M | +21.4% | +0.6% | +20.8% | +19.9% |
| YTD | -45.9% | +64.1% | -110.0% | -54.1% |
| 1Y | -44.4% | +51.4% | -95.8% | -51.8% |
| 3Y | -49.7% | +67.8% | -117.5% | -58.4% |
| 5Y | -74.2% | +114.1% | -188.3% | -81.6% |
| All | +287.9% | +479.1% | -191.1% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling