+698.7%
HUBS vs CL
+78.6%
+620.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -4.3% | -1.4% | -2.9% | -3.9% |
| 30D | +14.2% | -5.2% | +19.5% | +16.1% |
| 3M | +15.5% | +3.3% | +12.2% | +14.9% |
| 6M | -18.9% | -4.4% | -14.6% | -17.8% |
| YTD | -40.1% | +13.9% | -54.0% | -42.8% |
| 1Y | -51.8% | +7.6% | -59.4% | -53.2% |
| 3Y | -55.2% | +29.6% | -84.8% | -61.0% |
| 5Y | -64.7% | +28.1% | -92.7% | -69.4% |
| 10Y | +327.0% | +53.4% | +273.6% | +227.8% |
| All | +698.7% | +78.6% | +620.1% | +457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling