-66.4%
HUBS vs CRL
-37.1%
-29.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | -9.0% | -3.5% | -5.4% | -7.6% |
| 30D | +7.2% | -2.1% | +9.4% | +8.1% |
| 3M | +20.9% | +48.0% | -27.1% | +0.3% |
| 6M | -13.0% | +64.7% | -77.8% | -32.3% |
| YTD | -43.8% | +39.5% | -83.3% | -52.7% |
| 1Y | -54.6% | +74.2% | -128.8% | -66.1% |
| 3Y | -58.5% | +39.4% | -97.8% | -68.9% |
| All | -66.4% | -37.1% | -29.2% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling