-66.7%
HUBS vs CP
+32.2%
-98.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.3% |
| 7D | -12.4% | -2.7% | -9.7% | -11.2% |
| 30D | +1.4% | -3.4% | +4.7% | +3.0% |
| 3M | +16.0% | -0.6% | +16.6% | +16.5% |
| 6M | -17.0% | +6.3% | -23.3% | -20.1% |
| YTD | -44.3% | +21.2% | -65.5% | -50.6% |
| 1Y | -54.3% | +20.0% | -74.3% | -59.3% |
| 3Y | -58.4% | +18.7% | -77.1% | -64.0% |
| 5Y | -66.7% | +34.8% | -101.4% | -72.9% |
| All | -66.7% | +32.2% | -98.8% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling