+698.7%
HUBS vs CI
+235.9%
+462.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.4% |
| 7D | -4.3% | -2.0% | -2.2% | -3.7% |
| 30D | +14.2% | -1.8% | +16.1% | +14.7% |
| 3M | +15.5% | -4.2% | +19.7% | +16.6% |
| 6M | -18.9% | +2.7% | -21.6% | -20.4% |
| YTD | -40.1% | +1.9% | -42.0% | -41.4% |
| 1Y | -51.8% | -6.3% | -45.5% | -52.1% |
| 3Y | -55.2% | +3.9% | -59.1% | -58.7% |
| 5Y | -64.7% | +41.9% | -106.6% | -71.6% |
| 10Y | +327.0% | +140.4% | +186.6% | +156.7% |
| All | +698.7% | +235.9% | +462.8% | +390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling