+308.1%
HUBS vs CF
+595.8%
-287.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -9.0% | -0.2% | -8.8% | -9.0% |
| 30D | +7.2% | +11.5% | -4.2% | +4.2% |
| 3M | +20.9% | +25.5% | -4.7% | +13.6% |
| 6M | -13.0% | +11.8% | -24.8% | -17.1% |
| YTD | -43.8% | +74.6% | -118.4% | -52.9% |
| 1Y | -54.6% | +57.7% | -112.3% | -60.9% |
| 3Y | -58.5% | +74.2% | -132.7% | -65.8% |
| 5Y | -66.4% | +223.8% | -290.2% | -79.0% |
| All | +308.1% | +595.8% | -287.7% | +96.4% |
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