+642.7%
HUBS vs CRL
+358.9%
+283.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -1.8% |
| 7D | -12.4% | -6.9% | -5.4% | -8.8% |
| 30D | +1.4% | -3.2% | +4.6% | +3.0% |
| 3M | +16.0% | +46.5% | -30.6% | -8.3% |
| 6M | -17.0% | +63.1% | -80.1% | -39.7% |
| YTD | -44.3% | +36.9% | -81.1% | -55.1% |
| 1Y | -54.3% | +78.1% | -132.4% | -69.2% |
| 3Y | -58.4% | +36.7% | -95.1% | -71.3% |
| 5Y | -66.7% | -38.1% | -28.6% | -59.9% |
| 10Y | +315.9% | +246.6% | +69.3% | +54.3% |
| All | +642.7% | +358.9% | +283.8% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling