-66.4%
HUBS vs KMX
-54.8%
-11.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -9.0% | -3.1% | -5.9% | -7.8% |
| 30D | +7.2% | +4.4% | +2.8% | +5.4% |
| 3M | +20.9% | +18.9% | +2.0% | +11.2% |
| 6M | -13.0% | +44.3% | -57.3% | -28.0% |
| YTD | -43.8% | +58.7% | -102.5% | -56.4% |
| 1Y | -54.6% | +0.1% | -54.8% | -57.1% |
| 3Y | -58.5% | -24.4% | -34.0% | -57.5% |
| All | -66.4% | -54.8% | -11.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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