-54.1%
HUBS vs HIG
+12.7%
-66.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -4.8% |
| 7D | -13.0% | +6.2% | -19.2% | -14.5% |
| 30D | -1.8% | +9.4% | -11.2% | -3.9% |
| 3M | -13.0% | -2.3% | -10.6% | -13.1% |
| 6M | -12.4% | +4.2% | -16.6% | -12.9% |
| YTD | -46.0% | +1.6% | -47.6% | -47.0% |
| 1Y | -54.1% | +9.9% | -64.0% | -56.6% |
| All | -54.1% | +12.7% | -66.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling