-54.1%
HUBS vs RF
+25.4%
-79.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.4% |
| 7D | -13.0% | +2.3% | -15.2% | -13.2% |
| 30D | -1.8% | +7.2% | -9.0% | -2.7% |
| 3M | -13.0% | -8.2% | -4.7% | -12.6% |
| 6M | -12.4% | +7.0% | -19.5% | -11.3% |
| YTD | -46.0% | +10.3% | -56.3% | -47.8% |
| 1Y | -54.1% | +25.1% | -79.2% | -61.2% |
| All | -54.1% | +25.4% | -79.5% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling