-46.7%
HUBS vs FANG
+43.7%
-90.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -3.1% |
| 7D | -5.0% | +0.8% | -5.8% | -4.9% |
| 30D | -1.0% | +7.6% | -8.6% | -0.4% |
| 3M | +12.4% | -1.3% | +13.6% | +12.4% |
| 6M | -11.1% | +14.7% | -25.8% | -9.1% |
| YTD | -38.3% | +34.8% | -73.1% | -34.0% |
| 1Y | -46.7% | +42.9% | -89.6% | -41.4% |
| All | -46.7% | +43.7% | -90.4% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling