-66.4%
HUBS vs CI
+50.4%
-116.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -9.0% | -0.1% | -8.9% | -9.0% |
| 30D | +7.2% | +1.8% | +5.5% | +7.1% |
| 3M | +20.9% | -4.2% | +25.1% | +21.3% |
| 6M | -13.0% | +8.8% | -21.9% | -14.2% |
| YTD | -43.8% | +3.7% | -47.6% | -44.4% |
| 1Y | -54.6% | -6.1% | -48.5% | -54.6% |
| 3Y | -58.5% | +4.5% | -62.9% | -60.4% |
| All | -66.4% | +50.4% | -116.7% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling