+664.8%
HUBS vs CPB
-23.7%
+688.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.8% | -4.3% |
| 7D | -6.2% | -8.0% | +1.7% | -5.8% |
| 30D | +6.6% | -2.4% | +9.0% | +6.8% |
| 3M | +16.4% | +0.5% | +15.9% | +16.6% |
| 6M | -19.7% | -10.5% | -9.3% | -19.6% |
| YTD | -42.6% | -17.5% | -25.1% | -42.5% |
| 1Y | -54.2% | -31.0% | -23.1% | -54.1% |
| 3Y | -57.1% | -40.6% | -16.5% | -57.3% |
| 5Y | -66.2% | -37.7% | -28.5% | -66.5% |
| 10Y | +328.3% | -43.4% | +371.7% | +327.9% |
| All | +664.8% | -23.7% | +688.5% | +493.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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