-66.4%
HUBS vs NTR
+45.7%
-112.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -9.0% | -1.3% | -7.7% | -8.8% |
| 30D | +7.2% | +16.8% | -9.5% | +5.1% |
| 3M | +20.9% | +20.7% | +0.1% | +17.7% |
| 6M | -13.0% | +0.5% | -13.6% | -13.4% |
| YTD | -43.8% | +29.2% | -73.0% | -46.6% |
| 1Y | -54.6% | +39.6% | -94.2% | -57.6% |
| 3Y | -58.5% | +37.9% | -96.3% | -61.6% |
| All | -66.4% | +45.7% | -112.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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