+698.7%
HUBS vs CMS
+221.5%
+477.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -4.3% | +1.2% | -5.5% | -4.5% |
| 30D | +14.2% | -3.2% | +17.4% | +14.8% |
| 3M | +15.5% | -2.2% | +17.7% | +16.0% |
| 6M | -18.9% | -9.4% | -9.5% | -17.7% |
| YTD | -40.1% | +0.7% | -40.8% | -40.5% |
| 1Y | -51.8% | +0.4% | -52.1% | -52.1% |
| 3Y | -55.2% | +35.2% | -90.4% | -59.1% |
| 5Y | -64.7% | +24.1% | -88.8% | -67.3% |
| 10Y | +327.0% | +115.8% | +211.2% | +276.5% |
| All | +698.7% | +221.5% | +477.2% | +533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling