-49.7%
HUBS vs FIVE
+40.0%
-89.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +8.3% | +2.7% | +5.6% | +7.7% |
| 30D | -4.0% | +12.7% | -16.6% | -6.5% |
| 3M | -9.7% | +2.1% | -11.7% | -10.4% |
| 6M | +21.4% | +17.5% | +3.9% | +16.1% |
| YTD | -45.9% | +31.0% | -76.8% | -49.8% |
| 1Y | -44.4% | +67.7% | -112.1% | -51.4% |
| 3Y | -49.7% | +43.4% | -93.1% | -61.2% |
| All | -49.7% | +40.0% | -89.6% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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