+642.7%
HUBS vs CHD
+215.2%
+427.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | -12.4% | -4.7% | -7.7% | -11.3% |
| 30D | +1.4% | -8.3% | +9.7% | +3.6% |
| 3M | +16.0% | -4.0% | +20.0% | +17.5% |
| 6M | -17.0% | -6.5% | -10.5% | -15.6% |
| YTD | -44.3% | +13.1% | -57.4% | -46.3% |
| 1Y | -54.3% | +2.3% | -56.6% | -54.9% |
| 3Y | -58.4% | +1.8% | -60.2% | -59.7% |
| 5Y | -66.7% | +20.6% | -87.2% | -70.2% |
| 10Y | +315.9% | +125.6% | +190.3% | +185.9% |
| All | +642.7% | +215.2% | +427.5% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling