-58.8%
HUBS vs DRI
+52.8%
-111.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -12.4% | -4.8% | -7.6% | -11.4% |
| 30D | +1.4% | -5.2% | +6.6% | +2.2% |
| 3M | +16.0% | +2.7% | +13.2% | +14.5% |
| 6M | -17.0% | +3.6% | -20.6% | -18.5% |
| YTD | -44.3% | +15.4% | -59.7% | -47.7% |
| 1Y | -54.3% | +1.3% | -55.6% | -55.1% |
| All | -58.8% | +52.8% | -111.5% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling