+664.8%
HUBS vs EXR
+296.5%
+368.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.7% | -3.1% |
| 7D | -6.2% | -3.1% | -3.2% | -4.9% |
| 30D | +6.6% | -7.5% | +14.1% | +10.5% |
| 3M | +16.4% | -7.5% | +23.9% | +21.0% |
| 6M | -19.7% | -5.2% | -14.6% | -18.3% |
| YTD | -42.6% | +6.5% | -49.1% | -45.0% |
| 1Y | -54.2% | -2.0% | -52.1% | -54.5% |
| 3Y | -57.1% | +21.5% | -78.7% | -62.9% |
| 5Y | -66.2% | -11.5% | -54.7% | -65.8% |
| 10Y | +328.3% | +148.0% | +180.3% | +188.9% |
| All | +664.8% | +296.5% | +368.3% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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