-13.0%
HUBS vs CRS
+12.0%
-25.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.6% |
| 7D | -9.0% | -6.8% | -2.2% | -10.3% |
| 30D | +7.2% | -16.1% | +23.4% | +3.1% |
| 3M | +20.9% | -21.2% | +42.0% | +13.5% |
| 6M | -13.0% | +8.7% | -21.7% | -13.0% |
| All | -13.0% | +12.0% | -25.0% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling