-54.1%
HUBS vs CRL
+85.3%
-139.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.3% | +3.1% | -2.5% |
| 7D | -13.0% | -12.8% | -0.2% | -10.3% |
| 30D | -1.8% | +5.0% | -6.8% | -3.4% |
| 3M | -13.0% | +39.4% | -52.3% | -21.2% |
| 6M | -12.4% | +89.4% | -101.8% | -29.0% |
| YTD | -46.0% | +63.6% | -109.6% | -51.4% |
| 1Y | -54.1% | +83.5% | -137.6% | -59.8% |
| All | -54.1% | +85.3% | -139.5% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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