-58.5%
HUBS vs EXEL
+154.7%
-213.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | -9.0% | -4.9% | -4.1% | -8.5% |
| 30D | +7.2% | +11.4% | -4.2% | +5.8% |
| 3M | +20.9% | +4.9% | +16.0% | +20.5% |
| 6M | -13.0% | +34.4% | -47.5% | -15.9% |
| YTD | -43.8% | +28.0% | -71.9% | -45.3% |
| 1Y | -54.6% | +43.6% | -98.3% | -56.7% |
| 3Y | -58.5% | +155.2% | -213.7% | -61.5% |
| All | -58.5% | +154.7% | -213.2% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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