+574.0%
HUBS vs CF
+203.7%
+370.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | -6.4% | +10.4% | -16.7% | -8.6% |
| 30D | -9.2% | +7.6% | -16.7% | -10.9% |
| 3M | -8.0% | +5.2% | -13.2% | -9.7% |
| 6M | +6.0% | -0.1% | +6.1% | +4.8% |
| YTD | -49.4% | +61.7% | -111.1% | -56.8% |
| 1Y | -48.6% | +50.3% | -99.0% | -55.2% |
| 3Y | -52.7% | +66.0% | -118.7% | -60.5% |
| 5Y | -75.2% | +114.5% | -189.7% | -81.9% |
| 10Y | +250.7% | +471.5% | -220.8% | +78.4% |
| All | +574.0% | +203.7% | +370.3% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling