-19.7%
HUBS vs ECL
-2.1%
-17.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.1% | -4.0% |
| 7D | -6.2% | -2.7% | -3.5% | -6.0% |
| 30D | +6.6% | -4.3% | +10.9% | +6.8% |
| 3M | +16.4% | +3.2% | +13.2% | +19.6% |
| 6M | -19.7% | -2.9% | -16.8% | -14.3% |
| All | -19.7% | -2.1% | -17.7% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling