-13.0%
HUBS vs CRH
-15.9%
+2.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.9% |
| 7D | -9.0% | -6.1% | -2.9% | -9.4% |
| 30D | +7.2% | -9.3% | +16.5% | +6.4% |
| 3M | +20.9% | -15.2% | +36.1% | +17.2% |
| 6M | -13.0% | -14.2% | +1.2% | -18.5% |
| All | -13.0% | -15.9% | +2.8% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling