-54.1%
HUBS vs M
+36.6%
-90.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.6% | -11.8% | -4.6% |
| 7D | -13.0% | +8.3% | -21.2% | -13.3% |
| 30D | -1.8% | +14.2% | -16.0% | -2.5% |
| 3M | -13.0% | -1.1% | -11.9% | -13.6% |
| 6M | -12.4% | +36.6% | -49.0% | -11.4% |
| YTD | -46.0% | +19.8% | -65.8% | -45.1% |
| 1Y | -54.1% | +37.2% | -91.3% | -57.0% |
| All | -54.1% | +36.6% | -90.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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