-54.3%
HUBS vs RF
+15.5%
-69.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -12.4% | -1.6% | -10.8% | -12.1% |
| 30D | +1.4% | -4.3% | +5.6% | +2.0% |
| 3M | +16.0% | +5.9% | +10.1% | +16.0% |
| 6M | -17.0% | +14.1% | -31.1% | -17.7% |
| YTD | -44.3% | +13.8% | -58.1% | -46.3% |
| 1Y | -54.3% | +15.2% | -69.5% | -59.0% |
| All | -54.3% | +15.5% | -69.8% | -59.0% |
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