-54.6%
HUBS vs CNH
+22.0%
-76.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +1.0% |
| 7D | -9.0% | -5.7% | -3.3% | -10.4% |
| 30D | +7.2% | +26.6% | -19.3% | +15.5% |
| 3M | +20.9% | +31.1% | -10.2% | +32.0% |
| 6M | -13.0% | +24.9% | -37.9% | -4.5% |
| YTD | -43.8% | +48.7% | -92.6% | -43.6% |
| 1Y | -54.6% | +22.2% | -76.8% | -48.5% |
| All | -54.6% | +22.0% | -76.6% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling