+642.7%
HUBS vs COR
+467.0%
+175.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -12.4% | -4.8% | -7.5% | -11.4% |
| 30D | +1.4% | -3.7% | +5.1% | +2.1% |
| 3M | +16.0% | +14.3% | +1.6% | +12.3% |
| 6M | -17.0% | -8.5% | -8.5% | -15.9% |
| YTD | -44.3% | -4.4% | -39.9% | -44.5% |
| 1Y | -54.3% | +9.1% | -63.4% | -56.2% |
| 3Y | -58.4% | +85.2% | -143.6% | -66.6% |
| 5Y | -66.7% | +180.7% | -247.3% | -77.0% |
| 10Y | +315.9% | +403.7% | -87.8% | +123.1% |
| All | +642.7% | +467.0% | +175.7% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling