-71.7%
HUBS vs NVTS
-16.8%
-54.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.4% |
| 7D | -9.0% | -1.4% | -7.6% | -8.9% |
| 30D | +7.2% | -16.5% | +23.7% | +8.5% |
| 3M | +20.9% | -47.6% | +68.5% | +26.2% |
| 6M | -13.0% | +7.3% | -20.3% | -19.0% |
| YTD | -43.8% | +62.9% | -106.7% | -51.0% |
| 1Y | -54.6% | +91.3% | -145.9% | -62.2% |
| 3Y | -58.5% | +43.4% | -101.9% | -66.2% |
| All | -71.7% | -16.8% | -54.9% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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