+23.0%
HUBS vs CTVA
+208.7%
-185.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -9.0% | -4.5% | -4.5% | -7.5% |
| 30D | +7.2% | +11.3% | -4.1% | +3.1% |
| 3M | +20.9% | +12.3% | +8.6% | +15.3% |
| 6M | -13.0% | +7.2% | -20.2% | -16.4% |
| YTD | -43.8% | +26.0% | -69.9% | -49.5% |
| 1Y | -54.6% | +16.0% | -70.7% | -58.1% |
| 3Y | -58.5% | +73.9% | -132.4% | -68.1% |
| 5Y | -66.4% | +103.8% | -170.2% | -76.6% |
| All | +23.0% | +208.7% | -185.7% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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