-58.5%
HUBS vs NRG
+203.5%
-262.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -9.0% | -4.7% | -4.3% | -8.5% |
| 30D | +7.2% | -6.0% | +13.2% | +7.9% |
| 3M | +20.9% | -8.0% | +28.8% | +20.0% |
| 6M | -13.0% | -23.2% | +10.1% | -11.5% |
| YTD | -43.8% | -28.1% | -15.8% | -42.3% |
| 1Y | -54.6% | -27.3% | -27.4% | -53.9% |
| 3Y | -58.5% | +208.7% | -267.1% | -73.7% |
| All | -58.5% | +203.5% | -262.0% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling