-54.6%
HUBS vs CNI
+33.8%
-88.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -9.0% | -0.4% | -8.6% | -9.0% |
| 30D | +7.2% | -2.7% | +9.9% | +6.9% |
| 3M | +20.9% | +3.9% | +16.9% | +22.2% |
| 6M | -13.0% | +16.4% | -29.4% | -10.1% |
| YTD | -43.8% | +25.8% | -69.7% | -42.3% |
| 1Y | -54.6% | +32.4% | -87.0% | -54.8% |
| All | -54.6% | +33.8% | -88.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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