-58.8%
HUBS vs CI
+5.6%
-64.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -2.8% |
| 7D | -12.4% | -1.3% | -11.1% | -12.4% |
| 30D | +1.4% | +3.1% | -1.8% | +1.6% |
| 3M | +16.0% | -4.5% | +20.5% | +15.8% |
| 6M | -17.0% | +8.3% | -25.3% | -16.8% |
| YTD | -44.3% | +3.8% | -48.1% | -44.2% |
| 1Y | -54.3% | -5.0% | -49.3% | -54.2% |
| All | -58.8% | +5.6% | -64.4% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 3y: compounded portfolio wealth divided by compounded CI 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…
3y analysis · Full analysis span regression · 6 months rolling