-58.5%
HUBS vs EQX
+168.9%
-227.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | -9.0% | -3.2% | -5.8% | -9.0% |
| 30D | +7.2% | +7.8% | -0.5% | +7.3% |
| 3M | +20.9% | +21.3% | -0.5% | +21.2% |
| 6M | -13.0% | -22.4% | +9.4% | -12.6% |
| YTD | -43.8% | -11.3% | -32.5% | -43.9% |
| 1Y | -54.6% | +13.5% | -68.1% | -55.1% |
| 3Y | -58.5% | +162.1% | -220.6% | -60.4% |
| All | -58.5% | +168.9% | -227.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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