+308.1%
HUBS vs CMS
+118.9%
+189.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -9.0% | -1.9% | -7.1% | -8.6% |
| 30D | +7.2% | -4.1% | +11.3% | +8.1% |
| 3M | +20.9% | -7.1% | +27.9% | +22.7% |
| 6M | -13.0% | -10.1% | -3.0% | -11.4% |
| YTD | -43.8% | -1.7% | -42.1% | -44.0% |
| 1Y | -54.6% | -3.4% | -51.3% | -54.7% |
| 3Y | -58.5% | +31.6% | -90.0% | -62.4% |
| 5Y | -66.4% | +23.3% | -89.7% | -69.3% |
| All | +308.1% | +118.9% | +189.3% | +246.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling