-46.7%
HUBS vs CHD
+7.1%
-53.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | -2.7% | -2.3% | -4.9% |
| 30D | -1.0% | -4.6% | +3.6% | -1.0% |
| 3M | +12.4% | +5.0% | +7.3% | +14.0% |
| 6M | -11.1% | -3.2% | -7.9% | -11.1% |
| YTD | -38.3% | +18.6% | -56.9% | -38.2% |
| 1Y | -46.7% | +4.8% | -51.5% | -50.0% |
| All | -46.7% | +7.1% | -53.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling