-66.4%
HUBS vs REPL
-59.3%
-7.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | -9.0% | -14.1% | +5.1% | -8.5% |
| 30D | +7.2% | -15.2% | +22.5% | +7.8% |
| 3M | +20.9% | +49.9% | -29.0% | +16.2% |
| 6M | -13.0% | +63.5% | -76.6% | -19.8% |
| YTD | -43.8% | +32.9% | -76.8% | -47.7% |
| 1Y | -54.6% | +115.0% | -169.6% | -60.3% |
| 3Y | -58.5% | -34.7% | -23.7% | -62.9% |
| All | -66.4% | -59.3% | -7.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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