+698.7%
HUBS vs CLF
+66.6%
+632.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.7% |
| 7D | -4.3% | +6.5% | -10.8% | -5.2% |
| 30D | +14.2% | +0.2% | +14.0% | +13.9% |
| 3M | +15.5% | -3.1% | +18.6% | +14.8% |
| 6M | -18.9% | +25.0% | -44.0% | -23.2% |
| YTD | -40.1% | -7.5% | -32.6% | -41.3% |
| 1Y | -51.8% | +11.5% | -63.3% | -54.8% |
| 3Y | -55.2% | -13.7% | -41.6% | -58.0% |
| 5Y | -64.7% | -47.0% | -17.7% | -65.2% |
| 10Y | +327.0% | +116.3% | +210.6% | +219.5% |
| All | +698.7% | +66.6% | +632.1% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling