-58.8%
HUBS vs CNH
+6.3%
-65.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.7% |
| 7D | -12.4% | -2.5% | -9.9% | -12.2% |
| 30D | +1.4% | +27.0% | -25.6% | -0.6% |
| 3M | +16.0% | +32.6% | -16.7% | +12.9% |
| 6M | -17.0% | +23.6% | -40.6% | -18.9% |
| YTD | -44.3% | +47.8% | -92.1% | -49.4% |
| 1Y | -54.3% | +21.3% | -75.6% | -55.7% |
| All | -58.8% | +6.3% | -65.0% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling