+80.3%
HUBS vs REPL
-7.7%
+88.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | -4.3% | -5.7% | +1.5% | -3.9% |
| 30D | +14.2% | +22.5% | -8.2% | +12.6% |
| 3M | +15.5% | +64.7% | -49.1% | +8.0% |
| 6M | -18.9% | +83.0% | -102.0% | -29.5% |
| YTD | -40.1% | +52.0% | -92.0% | -47.2% |
| 1Y | -51.8% | +144.5% | -196.3% | -61.2% |
| 3Y | -55.2% | -25.1% | -30.2% | -66.4% |
| 5Y | -64.7% | -52.9% | -11.8% | -72.4% |
| All | +80.3% | -7.7% | +88.0% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling