+648.6%
HUBS vs OMC
+74.6%
+574.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -9.0% | -4.4% | -4.6% | -7.0% |
| 30D | +7.2% | -7.6% | +14.8% | +11.8% |
| 3M | +20.9% | +4.5% | +16.3% | +19.0% |
| 6M | -13.0% | -0.3% | -12.8% | -12.4% |
| YTD | -43.8% | -0.1% | -43.7% | -43.9% |
| 1Y | -54.6% | +4.6% | -59.3% | -55.9% |
| 3Y | -58.5% | +10.5% | -68.9% | -61.6% |
| 5Y | -66.4% | +31.7% | -98.1% | -71.4% |
| 10Y | +319.2% | +33.5% | +285.7% | +232.3% |
| All | +648.6% | +74.6% | +574.0% | +369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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