+648.6%
HUBS vs COPX
+330.1%
+318.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -2.3% | -6.6% | -8.3% |
| 30D | +7.2% | +0.3% | +7.0% | +6.6% |
| 3M | +20.9% | +6.8% | +14.0% | +15.8% |
| 6M | -13.0% | +7.9% | -21.0% | -19.7% |
| YTD | -43.8% | +23.7% | -67.6% | -52.6% |
| 1Y | -54.6% | +71.5% | -126.2% | -67.5% |
| 3Y | -58.5% | +149.1% | -207.6% | -76.1% |
| 5Y | -66.4% | +167.3% | -233.7% | -81.7% |
| 10Y | +319.2% | +568.5% | -249.3% | +39.5% |
| All | +648.6% | +330.1% | +318.5% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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