-54.1%
HUBS vs CMS
+1.4%
-55.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -3.8% |
| 7D | -13.0% | +4.1% | -17.0% | -12.0% |
| 30D | -1.8% | +10.9% | -12.7% | +1.7% |
| 3M | -13.0% | -0.2% | -12.7% | -13.6% |
| 6M | -12.4% | -4.7% | -7.7% | -13.2% |
| YTD | -46.0% | +3.9% | -49.9% | -44.2% |
| 1Y | -54.1% | +0.4% | -54.5% | -52.8% |
| All | -54.1% | +1.4% | -55.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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