+308.1%
HUBS vs CLX
-3.7%
+311.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -9.0% | -5.7% | -3.3% | -8.5% |
| 30D | +7.2% | -17.0% | +24.3% | +9.0% |
| 3M | +20.9% | -9.7% | +30.5% | +22.1% |
| 6M | -13.0% | -19.8% | +6.8% | -11.3% |
| YTD | -43.8% | -9.8% | -34.0% | -43.7% |
| 1Y | -54.6% | -26.2% | -28.5% | -53.5% |
| 3Y | -58.5% | -36.2% | -22.3% | -57.0% |
| 5Y | -66.4% | -38.3% | -28.1% | -65.8% |
| All | +308.1% | -3.7% | +311.8% | +290.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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