+308.1%
HUBS vs CRH
+253.3%
+54.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -9.0% | -6.1% | -2.9% | -5.7% |
| 30D | +7.2% | -9.3% | +16.5% | +13.0% |
| 3M | +20.9% | -15.2% | +36.1% | +32.3% |
| 6M | -13.0% | -14.2% | +1.2% | -8.1% |
| YTD | -43.8% | -28.3% | -15.6% | -34.4% |
| 1Y | -54.6% | -21.8% | -32.9% | -50.3% |
| 3Y | -58.5% | +71.6% | -130.1% | -73.5% |
| 5Y | -66.4% | +96.6% | -163.0% | -80.8% |
| All | +308.1% | +253.3% | +54.8% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling