+151.9%
HUBS vs NTR
+97.9%
+54.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -9.0% | -1.3% | -7.7% | -8.7% |
| 30D | +7.2% | +16.8% | -9.5% | +2.3% |
| 3M | +20.9% | +20.7% | +0.1% | +13.8% |
| 6M | -13.0% | +0.5% | -13.6% | -14.2% |
| YTD | -43.8% | +29.2% | -73.0% | -49.4% |
| 1Y | -54.6% | +39.6% | -94.2% | -60.5% |
| 3Y | -58.5% | +37.9% | -96.3% | -64.5% |
| 5Y | -66.4% | +47.1% | -113.5% | -75.0% |
| All | +151.9% | +97.9% | +54.0% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling