+308.1%
HUBS vs CNH
+158.6%
+149.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -9.0% | -5.7% | -3.3% | -7.2% |
| 30D | +7.2% | +26.6% | -19.3% | -2.0% |
| 3M | +20.9% | +31.1% | -10.2% | +8.2% |
| 6M | -13.0% | +24.9% | -37.9% | -22.9% |
| YTD | -43.8% | +48.7% | -92.6% | -54.4% |
| 1Y | -54.6% | +22.2% | -76.8% | -60.1% |
| 3Y | -58.5% | +7.4% | -65.9% | -62.8% |
| 5Y | -66.4% | +10.8% | -77.2% | -70.8% |
| All | +308.1% | +158.6% | +149.6% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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