-66.4%
HUBS vs DRI
+65.5%
-131.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -9.0% | -3.2% | -5.8% | -7.3% |
| 30D | +7.2% | -7.8% | +15.1% | +11.7% |
| 3M | +20.9% | +0.4% | +20.5% | +19.5% |
| 6M | -13.0% | +4.8% | -17.8% | -17.2% |
| YTD | -43.8% | +16.7% | -60.6% | -51.0% |
| 1Y | -54.6% | +1.5% | -56.1% | -56.7% |
| 3Y | -58.5% | +56.3% | -114.7% | -73.0% |
| All | -66.4% | +65.5% | -131.8% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling