-54.1%
HUBS vs NOC
-7.1%
-47.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -4.6% |
| 7D | -13.0% | -5.0% | -8.0% | -13.4% |
| 30D | -1.8% | +10.3% | -12.1% | +0.2% |
| 3M | -13.0% | -4.3% | -8.6% | -13.8% |
| 6M | -12.4% | -6.5% | -5.9% | -14.2% |
| YTD | -46.0% | -6.7% | -39.3% | -44.8% |
| 1Y | -54.1% | -7.5% | -46.6% | -53.4% |
| All | -54.1% | -7.1% | -47.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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