-58.5%
HUBS vs ECL
+56.3%
-114.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -9.0% | -1.1% | -7.9% | -8.7% |
| 30D | +7.2% | -0.8% | +8.0% | +7.5% |
| 3M | +20.9% | +5.0% | +15.8% | +19.8% |
| 6M | -13.0% | +0.2% | -13.3% | -12.6% |
| YTD | -43.8% | +5.8% | -49.6% | -45.4% |
| 1Y | -54.6% | +1.5% | -56.2% | -55.2% |
| 3Y | -58.5% | +55.0% | -113.4% | -64.8% |
| All | -58.5% | +56.3% | -114.8% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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