-66.7%
HUBS vs KEY
+37.9%
-104.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -12.4% | -1.8% | -10.6% | -11.9% |
| 30D | +1.4% | -3.3% | +4.7% | +2.3% |
| 3M | +16.0% | -0.2% | +16.1% | +15.9% |
| 6M | -17.0% | +12.1% | -29.1% | -20.6% |
| YTD | -44.3% | +8.4% | -52.7% | -46.3% |
| 1Y | -54.3% | +17.6% | -71.9% | -57.2% |
| 3Y | -58.4% | +123.3% | -181.7% | -68.9% |
| 5Y | -66.7% | +39.5% | -106.2% | -68.9% |
| All | -66.7% | +37.9% | -104.6% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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