-58.5%
HUBS vs DD
+41.1%
-99.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -9.0% | -3.5% | -5.5% | -8.1% |
| 30D | +7.2% | -11.7% | +18.9% | +10.9% |
| 3M | +20.9% | -9.2% | +30.1% | +24.1% |
| 6M | -13.0% | -7.2% | -5.8% | -12.8% |
| YTD | -43.8% | +6.6% | -50.5% | -47.8% |
| 1Y | -54.6% | +32.0% | -86.6% | -62.2% |
| 3Y | -58.5% | +42.1% | -100.6% | -67.0% |
| All | -58.5% | +41.1% | -99.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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