-66.2%
HUBS vs CF
+247.6%
-313.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.1% | -4.6% |
| 7D | -6.2% | -0.8% | -5.4% | -6.2% |
| 30D | +6.6% | +14.3% | -7.7% | +4.9% |
| 3M | +16.4% | +27.9% | -11.4% | +12.7% |
| 6M | -19.7% | +25.5% | -45.3% | -22.9% |
| YTD | -42.6% | +81.2% | -123.8% | -48.1% |
| 1Y | -54.2% | +66.5% | -120.7% | -57.9% |
| 3Y | -57.1% | +76.7% | -133.8% | -61.4% |
| 5Y | -66.2% | +237.8% | -304.1% | -75.6% |
| All | -66.2% | +247.6% | -313.9% | -75.6% |
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