+308.1%
HUBS vs CLF
+133.3%
+174.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -9.0% | -3.5% | -5.5% | -8.3% |
| 30D | +7.2% | -1.6% | +8.8% | +7.2% |
| 3M | +20.9% | -12.0% | +32.9% | +22.5% |
| 6M | -13.0% | +30.0% | -43.0% | -19.8% |
| YTD | -43.8% | -9.2% | -34.7% | -45.2% |
| 1Y | -54.6% | +2.3% | -56.9% | -57.7% |
| 3Y | -58.5% | -14.4% | -44.0% | -62.0% |
| 5Y | -66.4% | -48.3% | -18.1% | -67.0% |
| All | +308.1% | +133.3% | +174.9% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling