-66.4%
HUBS vs HBM
+327.6%
-394.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -9.0% | -3.3% | -5.7% | -8.5% |
| 30D | +7.2% | -4.8% | +12.1% | +7.8% |
| 3M | +20.9% | -0.4% | +21.3% | +19.3% |
| 6M | -13.0% | +17.9% | -30.9% | -19.2% |
| YTD | -43.8% | +33.7% | -77.6% | -50.7% |
| 1Y | -54.6% | +95.6% | -150.2% | -64.7% |
| 3Y | -58.5% | +458.1% | -516.6% | -77.8% |
| All | -66.4% | +327.6% | -394.0% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling