+308.1%
HUBS vs CNP
+137.0%
+171.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -1.4% | -7.6% | -8.5% |
| 30D | +7.2% | -2.9% | +10.2% | +8.4% |
| 3M | +20.9% | -7.5% | +28.4% | +24.3% |
| 6M | -13.0% | -7.9% | -5.1% | -10.9% |
| YTD | -43.8% | +3.7% | -47.6% | -45.4% |
| 1Y | -54.6% | +4.6% | -59.2% | -56.1% |
| 3Y | -58.5% | +49.1% | -107.6% | -66.1% |
| 5Y | -66.4% | +69.2% | -135.6% | -74.2% |
| All | +308.1% | +137.0% | +171.1% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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