-51.2%
HUBS vs NTRS
+173.4%
-224.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -4.0% | +15.2% | +12.7% |
| 7D | +1.2% | -2.6% | +3.9% | +2.0% |
| 30D | +11.8% | -4.6% | +16.4% | +13.4% |
| 3M | +33.3% | +4.7% | +28.6% | +29.7% |
| 6M | -5.2% | +34.0% | -39.1% | -18.4% |
| YTD | -37.6% | +35.0% | -72.6% | -46.4% |
| 1Y | -49.0% | +43.4% | -92.4% | -57.6% |
| 3Y | -51.2% | +169.3% | -220.5% | -70.4% |
| All | -51.2% | +173.4% | -224.6% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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