-66.4%
HUBS vs COR
+180.1%
-246.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -9.0% | -2.8% | -6.2% | -9.1% |
| 30D | +7.2% | +2.6% | +4.7% | +7.4% |
| 3M | +20.9% | +14.5% | +6.4% | +21.9% |
| 6M | -13.0% | -7.8% | -5.2% | -13.2% |
| YTD | -43.8% | -4.2% | -39.6% | -43.8% |
| 1Y | -54.6% | +7.0% | -61.7% | -54.6% |
| 3Y | -58.5% | +85.5% | -144.0% | -60.9% |
| All | -66.4% | +180.1% | -246.4% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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