-66.4%
HUBS vs DD
+56.1%
-122.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -9.0% | -3.5% | -5.5% | -7.5% |
| 30D | +7.2% | -11.7% | +18.9% | +13.4% |
| 3M | +20.9% | -9.2% | +30.1% | +26.2% |
| 6M | -13.0% | -7.2% | -5.8% | -12.4% |
| YTD | -43.8% | +6.6% | -50.5% | -48.6% |
| 1Y | -54.6% | +32.0% | -86.6% | -63.9% |
| 3Y | -58.5% | +42.1% | -100.6% | -69.7% |
| All | -66.4% | +56.1% | -122.5% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling