+642.7%
HUBS vs HBM
+239.9%
+402.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.5% | +4.6% | -1.4% |
| 7D | -12.4% | -3.7% | -8.6% | -11.8% |
| 30D | +1.4% | -3.7% | +5.0% | +1.7% |
| 3M | +16.0% | +8.0% | +7.9% | +12.1% |
| 6M | -17.0% | +15.8% | -32.8% | -22.6% |
| YTD | -44.3% | +34.4% | -78.7% | -50.5% |
| 1Y | -54.3% | +98.2% | -152.5% | -63.2% |
| 3Y | -58.4% | +476.6% | -535.0% | -74.8% |
| 5Y | -66.7% | +331.1% | -397.8% | -79.3% |
| 10Y | +315.9% | +591.6% | -275.7% | +98.4% |
| All | +642.7% | +239.9% | +402.8% | +250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling