-66.4%
HUBS vs RACE
+95.1%
-161.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | 0.0% |
| 7D | -9.0% | +0.9% | -9.9% | -9.5% |
| 30D | +7.2% | +1.6% | +5.6% | +6.2% |
| 3M | +20.9% | +13.2% | +7.7% | +12.0% |
| 6M | -13.0% | +22.9% | -35.9% | -24.7% |
| YTD | -43.8% | +13.3% | -57.1% | -49.3% |
| 1Y | -54.6% | -12.7% | -42.0% | -51.9% |
| 3Y | -58.5% | +40.3% | -98.7% | -75.4% |
| All | -66.4% | +95.1% | -161.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling