+698.7%
HUBS vs CP
+142.7%
+556.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | -4.3% | +2.4% | -6.7% | -5.5% |
| 30D | +14.2% | -0.5% | +14.8% | +14.6% |
| 3M | +15.5% | +1.4% | +14.1% | +14.8% |
| 6M | -18.9% | +10.3% | -29.2% | -24.2% |
| YTD | -40.1% | +24.3% | -64.4% | -48.4% |
| 1Y | -51.8% | +20.4% | -72.2% | -57.7% |
| 3Y | -55.2% | +21.8% | -77.0% | -61.9% |
| 5Y | -64.7% | +31.5% | -96.2% | -71.6% |
| 10Y | +327.0% | +223.2% | +103.7% | +111.7% |
| All | +698.7% | +142.7% | +556.0% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling