-46.7%
HUBS vs CRH
-14.7%
-32.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.4% | -2.9% |
| 7D | -5.0% | -1.7% | -3.3% | -5.0% |
| 30D | -1.0% | -5.4% | +4.3% | -1.0% |
| 3M | +12.4% | -11.2% | +23.6% | +11.4% |
| 6M | -11.1% | -15.8% | +4.7% | -12.6% |
| YTD | -38.3% | -23.6% | -14.7% | -38.3% |
| 1Y | -46.7% | -14.6% | -32.1% | -45.4% |
| All | -46.7% | -14.7% | -32.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling