-54.1%
HUBS vs CLF
+12.5%
-66.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.2% | +5.0% | -4.8% |
| 7D | -13.0% | -7.9% | -5.1% | -13.4% |
| 30D | -1.8% | +5.2% | -7.0% | -1.4% |
| 3M | -13.0% | +4.3% | -17.3% | -12.6% |
| 6M | -12.4% | +25.3% | -37.7% | -9.0% |
| YTD | -46.0% | -3.3% | -42.7% | -45.4% |
| 1Y | -54.1% | +20.2% | -74.3% | -58.2% |
| All | -54.1% | +12.5% | -66.6% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling