+648.6%
HUBS vs HIG
+375.8%
+272.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -9.0% | -1.5% | -7.5% | -8.5% |
| 30D | +7.2% | -0.4% | +7.6% | +7.4% |
| 3M | +20.9% | +6.7% | +14.2% | +17.9% |
| 6M | -13.0% | +2.0% | -15.0% | -14.0% |
| YTD | -43.8% | +0.3% | -44.1% | -44.2% |
| 1Y | -54.6% | +4.2% | -58.8% | -55.7% |
| 3Y | -58.5% | +102.2% | -160.7% | -69.4% |
| 5Y | -66.4% | +118.5% | -184.9% | -76.2% |
| 10Y | +319.2% | +311.1% | +8.1% | +106.3% |
| All | +648.6% | +375.8% | +272.9% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling