-75.2%
HUBS vs CF
+115.5%
-190.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | -6.4% | +10.4% | -16.7% | -7.4% |
| 30D | -9.2% | +7.6% | -16.7% | -9.9% |
| 3M | -8.0% | +5.2% | -13.2% | -8.8% |
| 6M | +6.0% | -0.1% | +6.1% | +5.5% |
| YTD | -49.4% | +61.7% | -111.1% | -53.7% |
| 1Y | -48.6% | +50.3% | -99.0% | -52.4% |
| 3Y | -52.7% | +66.0% | -118.7% | -57.1% |
| 5Y | -75.2% | +114.5% | -189.7% | -80.8% |
| All | -75.2% | +115.5% | -190.8% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling