-58.5%
HUBS vs CRS
+612.2%
-670.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -9.0% | -6.8% | -2.2% | -8.0% |
| 30D | +7.2% | -16.1% | +23.4% | +10.0% |
| 3M | +20.9% | -21.2% | +42.0% | +24.3% |
| 6M | -13.0% | +8.7% | -21.7% | -16.6% |
| YTD | -43.8% | +41.0% | -84.8% | -49.8% |
| 1Y | -54.6% | +82.7% | -137.3% | -62.8% |
| 3Y | -58.5% | +604.8% | -663.2% | -75.0% |
| All | -58.5% | +612.2% | -670.7% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling