-46.7%
HUBS vs CMI
+45.0%
-91.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -1.6% |
| 7D | -5.0% | -0.7% | -4.3% | -5.3% |
| 30D | -1.0% | -13.4% | +12.4% | -7.5% |
| 3M | +12.4% | -17.0% | +29.4% | +4.5% |
| 6M | -11.1% | -1.6% | -9.5% | -14.5% |
| YTD | -38.3% | +11.0% | -49.3% | -38.9% |
| 1Y | -46.7% | +41.9% | -88.6% | -43.8% |
| All | -46.7% | +45.0% | -91.7% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling