-66.4%
HUBS vs CLBK
+43.5%
-109.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -1.5% | -7.5% | -8.7% |
| 30D | +7.2% | -1.0% | +8.3% | +7.5% |
| 3M | +20.9% | +22.9% | -2.1% | +15.2% |
| 6M | -13.0% | +44.2% | -57.2% | -20.3% |
| YTD | -43.8% | +64.0% | -107.8% | -50.1% |
| 1Y | -54.6% | +65.7% | -120.3% | -59.9% |
| 3Y | -58.5% | +54.1% | -112.5% | -63.2% |
| All | -66.4% | +43.5% | -109.8% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling