-66.4%
HUBS vs HUM
+6.5%
-72.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.5% |
| 7D | -9.0% | +2.1% | -11.1% | -9.2% |
| 30D | +7.2% | +5.4% | +1.8% | +6.5% |
| 3M | +20.9% | +11.4% | +9.5% | +18.7% |
| 6M | -13.0% | +141.5% | -154.5% | -25.1% |
| YTD | -43.8% | +61.2% | -105.0% | -48.5% |
| 1Y | -54.6% | +49.2% | -103.8% | -57.9% |
| 3Y | -58.5% | -9.0% | -49.4% | -58.6% |
| All | -66.4% | +6.5% | -72.9% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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