+308.1%
HUBS vs CL
+54.0%
+254.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.1% |
| 7D | -9.0% | -2.2% | -6.8% | -8.5% |
| 30D | +7.2% | -6.0% | +13.2% | +8.9% |
| 3M | +20.9% | -2.3% | +23.2% | +22.0% |
| 6M | -13.0% | -2.0% | -11.1% | -12.5% |
| YTD | -43.8% | +11.8% | -55.7% | -45.6% |
| 1Y | -54.6% | +5.8% | -60.5% | -55.5% |
| 3Y | -58.5% | +25.9% | -84.4% | -62.9% |
| 5Y | -66.4% | +26.9% | -93.3% | -70.3% |
| All | +308.1% | +54.0% | +254.2% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling