-66.6%
HUBS vs CNH
+8.2%
-74.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.1% |
| 7D | -12.4% | -2.5% | -9.9% | -11.9% |
| 30D | +1.4% | +27.0% | -25.6% | -5.7% |
| 3M | +16.0% | +32.6% | -16.7% | +5.7% |
| 6M | -17.0% | +23.6% | -40.6% | -24.2% |
| YTD | -44.3% | +47.8% | -92.1% | -53.8% |
| 1Y | -54.3% | +21.3% | -75.6% | -58.7% |
| 3Y | -58.4% | +7.0% | -65.3% | -61.5% |
| All | -66.6% | +8.2% | -74.8% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling