-58.5%
HUBS vs CP
+18.6%
-77.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -9.0% | -2.6% | -6.4% | -8.3% |
| 30D | +7.2% | -3.7% | +11.0% | +8.4% |
| 3M | +20.9% | +0.1% | +20.7% | +21.1% |
| 6M | -13.0% | +7.8% | -20.9% | -15.2% |
| YTD | -43.8% | +21.7% | -65.6% | -48.1% |
| 1Y | -54.6% | +18.6% | -73.3% | -57.6% |
| 3Y | -58.5% | +17.5% | -76.0% | -63.7% |
| All | -58.5% | +18.6% | -77.0% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling