-47.2%
HUBS vs EXE
+188.3%
-235.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.1% | -2.9% |
| 7D | -12.4% | -2.2% | -10.2% | -12.0% |
| 30D | +1.4% | -0.8% | +2.2% | +1.5% |
| 3M | +16.0% | +10.0% | +5.9% | +13.8% |
| 6M | -17.0% | -6.3% | -10.7% | -16.3% |
| YTD | -44.3% | -10.7% | -33.6% | -43.4% |
| 1Y | -54.3% | +2.7% | -57.0% | -54.9% |
| 3Y | -58.4% | +19.1% | -77.5% | -60.3% |
| 5Y | -66.7% | +105.4% | -172.1% | -70.1% |
| All | -47.2% | +188.3% | -235.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 all: compounded portfolio wealth divided by compounded EXE 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…
all analysis · Full analysis span regression · 6 months rolling