+642.7%
HUBS vs CLX
+28.4%
+614.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.8% |
| 7D | -12.4% | -5.9% | -6.5% | -11.8% |
| 30D | +1.4% | -17.0% | +18.4% | +3.5% |
| 3M | +16.0% | -9.6% | +25.5% | +17.4% |
| 6M | -17.0% | -21.5% | +4.5% | -14.7% |
| YTD | -44.3% | -8.8% | -35.5% | -44.1% |
| 1Y | -54.3% | -24.7% | -29.6% | -53.0% |
| 3Y | -58.4% | -35.6% | -22.8% | -56.6% |
| 5Y | -66.7% | -37.6% | -29.0% | -65.7% |
| 10Y | +315.9% | -2.4% | +318.3% | +266.4% |
| All | +642.7% | +28.4% | +614.3% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling