+409.0%
HUBS vs P
+494.9%
-85.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.5% |
| 7D | -4.3% | +7.8% | -12.1% | -6.8% |
| 30D | +14.2% | +12.3% | +1.9% | +8.2% |
| 3M | +15.5% | +37.1% | -21.6% | -0.9% |
| 6M | -18.9% | +66.1% | -85.0% | -36.6% |
| YTD | -40.1% | +50.9% | -91.0% | -52.3% |
| 1Y | -51.8% | +27.2% | -79.0% | -60.5% |
| 3Y | -55.2% | +158.7% | -213.9% | -75.8% |
| 5Y | -64.7% | +291.1% | -355.8% | -84.0% |
| 10Y | +327.0% | +715.0% | -388.0% | +41.7% |
| All | +409.0% | +494.9% | -85.9% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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