-58.8%
HUBS vs CL
+28.8%
-87.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.9% |
| 7D | -12.4% | -2.4% | -9.9% | -12.6% |
| 30D | +1.4% | -4.8% | +6.2% | +0.9% |
| 3M | +16.0% | -1.7% | +17.7% | +16.0% |
| 6M | -17.0% | -3.8% | -13.2% | -17.2% |
| YTD | -44.3% | +13.3% | -57.6% | -42.3% |
| 1Y | -54.3% | +8.3% | -62.6% | -52.9% |
| All | -58.8% | +28.8% | -87.6% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling