-58.5%
HUBS vs CLF
-16.5%
-41.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -9.0% | -3.5% | -5.5% | -8.6% |
| 30D | +7.2% | -1.6% | +8.8% | +7.2% |
| 3M | +20.9% | -12.0% | +32.9% | +22.8% |
| 6M | -13.0% | +30.0% | -43.0% | -17.6% |
| YTD | -43.8% | -9.2% | -34.7% | -44.4% |
| 1Y | -54.6% | +2.3% | -56.9% | -57.3% |
| 3Y | -58.5% | -14.4% | -44.0% | -65.3% |
| All | -58.5% | -16.5% | -41.9% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling