+698.7%
HUBS vs COO
+76.1%
+622.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -1.2% |
| 7D | -4.3% | -2.3% | -2.0% | -2.8% |
| 30D | +14.2% | -8.8% | +23.1% | +21.2% |
| 3M | +15.5% | +1.3% | +14.2% | +15.0% |
| 6M | -18.9% | -11.6% | -7.4% | -12.8% |
| YTD | -40.1% | -17.4% | -22.7% | -32.8% |
| 1Y | -51.8% | -1.6% | -50.2% | -52.1% |
| 3Y | -55.2% | -22.6% | -32.6% | -51.1% |
| 5Y | -64.7% | -40.3% | -24.3% | -53.7% |
| 10Y | +327.0% | +45.2% | +281.8% | +222.4% |
| All | +698.7% | +76.1% | +622.7% | +384.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 all: compounded portfolio wealth divided by compounded COO 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…
all analysis · Full analysis span regression · 6 months rolling