-54.1%
HUBS vs IR
+11.7%
-65.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.3% |
| 7D | -13.0% | +11.6% | -24.6% | -10.8% |
| 30D | -1.8% | +7.2% | -9.0% | 0.0% |
| 3M | -13.0% | -5.9% | -7.1% | -13.7% |
| 6M | -12.4% | +11.5% | -23.9% | -9.1% |
| YTD | -46.0% | +6.3% | -52.4% | -45.5% |
| 1Y | -54.1% | +9.1% | -63.2% | -54.8% |
| All | -54.1% | +11.7% | -65.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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