-58.5%
HUBS vs CLBK
+52.2%
-110.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -1.5% | -7.5% | -8.6% |
| 30D | +7.2% | -1.0% | +8.3% | +7.6% |
| 3M | +20.9% | +22.9% | -2.1% | +13.2% |
| 6M | -13.0% | +44.2% | -57.2% | -22.8% |
| YTD | -43.8% | +64.0% | -107.8% | -52.3% |
| 1Y | -54.6% | +65.7% | -120.3% | -61.7% |
| 3Y | -58.5% | +54.1% | -112.5% | -65.7% |
| All | -58.5% | +52.2% | -110.7% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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