-46.7%
HUBS vs DRI
+6.9%
-53.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -3.0% |
| 7D | -5.0% | +0.6% | -5.6% | -5.0% |
| 30D | -1.0% | +3.8% | -4.9% | -1.2% |
| 3M | +12.4% | +13.0% | -0.7% | +12.9% |
| 6M | -11.1% | +8.3% | -19.4% | -11.0% |
| YTD | -38.3% | +20.6% | -58.9% | -39.3% |
| 1Y | -46.7% | +6.5% | -53.1% | -48.0% |
| All | -46.7% | +6.9% | -53.6% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling