-58.8%
HUBS vs FIVE
+48.7%
-107.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.4% |
| 7D | -12.4% | +0.6% | -12.9% | -12.5% |
| 30D | +1.4% | +3.0% | -1.6% | +0.5% |
| 3M | +16.0% | +23.2% | -7.2% | +10.2% |
| 6M | -17.0% | +9.2% | -26.1% | -19.6% |
| YTD | -44.3% | +28.1% | -72.4% | -48.1% |
| 1Y | -54.3% | +65.3% | -119.6% | -60.0% |
| All | -58.8% | +48.7% | -107.5% | -69.6% |
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