+308.1%
HUBS vs CP
+232.0%
+76.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -9.0% | -2.6% | -6.4% | -7.5% |
| 30D | +7.2% | -3.7% | +11.0% | +9.8% |
| 3M | +20.9% | +0.1% | +20.7% | +20.9% |
| 6M | -13.0% | +7.8% | -20.9% | -18.2% |
| YTD | -43.8% | +21.7% | -65.6% | -51.9% |
| 1Y | -54.6% | +18.6% | -73.3% | -60.6% |
| 3Y | -58.5% | +17.5% | -76.0% | -64.7% |
| 5Y | -66.4% | +35.4% | -101.8% | -74.7% |
| All | +308.1% | +232.0% | +76.1% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling