-53.6%
HUBS vs COMP
-50.5%
-3.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -0.1% |
| 7D | -9.0% | -5.5% | -3.5% | -7.7% |
| 30D | +7.2% | -17.4% | +24.7% | +12.5% |
| 3M | +20.9% | +24.4% | -3.5% | +14.1% |
| 6M | -13.0% | +21.8% | -34.8% | -19.6% |
| YTD | -43.8% | -0.6% | -43.3% | -45.7% |
| 1Y | -54.6% | +11.5% | -66.1% | -57.9% |
| 3Y | -58.5% | +220.4% | -278.9% | -74.4% |
| 5Y | -66.4% | -26.6% | -39.9% | -71.4% |
| All | -53.6% | -50.5% | -3.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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