-58.5%
HUBS vs ES
+26.7%
-85.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -9.0% | -3.6% | -5.4% | -8.7% |
| 30D | +7.2% | -4.2% | +11.5% | +7.6% |
| 3M | +20.9% | +0.1% | +20.7% | +21.2% |
| 6M | -13.0% | -6.2% | -6.8% | -12.3% |
| YTD | -43.8% | +4.1% | -47.9% | -44.1% |
| 1Y | -54.6% | +10.2% | -64.8% | -55.2% |
| 3Y | -58.5% | +26.1% | -84.5% | -61.9% |
| All | -58.5% | +26.7% | -85.2% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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