-55.2%
HUBS vs CF
+76.4%
-131.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -4.3% | -0.9% | -3.3% | -4.2% |
| 30D | +14.2% | +18.1% | -3.8% | +11.7% |
| 3M | +15.5% | +23.4% | -7.8% | +11.9% |
| 6M | -18.9% | +17.1% | -36.0% | -21.9% |
| YTD | -40.1% | +76.2% | -116.3% | -47.9% |
| 1Y | -51.8% | +62.3% | -114.0% | -56.9% |
| 3Y | -55.2% | +71.8% | -127.1% | -61.7% |
| All | -55.2% | +76.4% | -131.6% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling