-66.7%
HUBS vs CLF
-49.9%
-16.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.5% |
| 7D | -12.4% | -3.7% | -8.7% | -11.8% |
| 30D | +1.4% | -4.7% | +6.1% | +2.0% |
| 3M | +16.0% | -4.7% | +20.6% | +15.7% |
| 6M | -17.0% | +24.0% | -41.0% | -22.5% |
| YTD | -44.3% | -10.9% | -33.4% | -45.2% |
| 1Y | -54.3% | +4.0% | -58.3% | -57.8% |
| 3Y | -58.4% | -16.9% | -41.5% | -62.2% |
| 5Y | -66.7% | -49.3% | -17.4% | -66.5% |
| All | -66.7% | -49.9% | -16.8% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling