-64.7%
HUBS vs COMP
-27.8%
-37.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.1% |
| 7D | -4.3% | +4.1% | -8.3% | -5.2% |
| 30D | +14.2% | -14.5% | +28.8% | +18.9% |
| 3M | +15.5% | +41.8% | -26.3% | +5.1% |
| 6M | -18.9% | +23.6% | -42.5% | -25.4% |
| YTD | -40.1% | +1.7% | -41.8% | -42.4% |
| 1Y | -51.8% | +12.6% | -64.3% | -55.4% |
| 3Y | -55.2% | +221.9% | -277.1% | -72.5% |
| All | -64.7% | -27.8% | -37.0% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling