-66.4%
HUBS vs CHD
+20.9%
-87.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -9.0% | -4.5% | -4.5% | -8.5% |
| 30D | +7.2% | -6.7% | +14.0% | +8.0% |
| 3M | +20.9% | -2.7% | +23.6% | +21.5% |
| 6M | -13.0% | -4.9% | -8.1% | -12.4% |
| YTD | -43.8% | +13.3% | -57.2% | -44.6% |
| 1Y | -54.6% | +1.0% | -55.6% | -54.7% |
| 3Y | -58.5% | +1.3% | -59.8% | -59.3% |
| All | -66.4% | +20.9% | -87.2% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling