+648.6%
HUBS vs HCA
+540.1%
+108.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -9.0% | +5.4% | -14.4% | -10.8% |
| 30D | +7.2% | +3.0% | +4.3% | +5.9% |
| 3M | +20.9% | +13.0% | +7.8% | +15.3% |
| 6M | -13.0% | -20.3% | +7.2% | -6.6% |
| YTD | -43.8% | -8.2% | -35.6% | -43.5% |
| 1Y | -54.6% | +6.7% | -61.3% | -57.2% |
| 3Y | -58.5% | +60.4% | -118.8% | -67.9% |
| 5Y | -66.4% | +73.4% | -139.8% | -75.6% |
| 10Y | +319.2% | +506.9% | -187.7% | +71.8% |
| All | +648.6% | +540.1% | +108.5% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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