+360.0%
HUBS vs P
+535.2%
-175.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | +8.3% | +11.6% | -3.3% | +4.4% |
| 30D | -4.0% | -23.7% | +19.7% | +3.5% |
| 3M | -9.7% | -8.0% | -1.7% | -11.0% |
| 6M | +21.4% | +27.9% | -6.5% | +2.6% |
| YTD | -45.9% | +61.2% | -107.0% | -59.3% |
| 1Y | -44.4% | +28.6% | -73.0% | -55.8% |
| 3Y | -49.7% | +200.5% | -250.2% | -75.2% |
| 5Y | -74.2% | +282.9% | -357.1% | -88.6% |
| 10Y | +275.5% | +665.9% | -390.3% | +20.8% |
| All | +360.0% | +535.2% | -175.3% | +43.4% |
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