+698.7%
HUBS vs M
-36.7%
+735.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.4% |
| 7D | -4.3% | +2.4% | -6.6% | -4.8% |
| 30D | +14.2% | -11.6% | +25.9% | +17.2% |
| 3M | +15.5% | +1.6% | +13.9% | +14.9% |
| 6M | -18.9% | +25.2% | -44.1% | -23.3% |
| YTD | -40.1% | +3.8% | -43.8% | -41.4% |
| 1Y | -51.8% | +36.3% | -88.1% | -55.6% |
| 3Y | -55.2% | +116.3% | -171.6% | -64.3% |
| 5Y | -64.7% | +28.2% | -92.9% | -69.0% |
| 10Y | +327.0% | -3.4% | +330.3% | +241.0% |
| All | +698.7% | -36.7% | +735.4% | +596.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling