-66.4%
HUBS vs IR
+32.6%
-99.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -9.0% | -4.5% | -4.5% | -6.6% |
| 30D | +7.2% | -13.9% | +21.2% | +16.4% |
| 3M | +20.9% | -0.3% | +21.2% | +19.8% |
| 6M | -13.0% | -14.3% | +1.3% | -7.7% |
| YTD | -43.8% | -7.9% | -36.0% | -44.8% |
| 1Y | -54.6% | -9.9% | -44.7% | -55.0% |
| 3Y | -58.5% | +6.5% | -65.0% | -67.5% |
| All | -66.4% | +32.6% | -99.0% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling