-50.0%
HUBS vs RF
+117.2%
-167.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.8% | +6.6% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | -2.5% | +5.6% | -8.0% | -4.7% |
| 3M | +2.7% | -8.9% | +11.6% | +6.8% |
| 6M | +20.2% | +7.1% | +13.1% | +16.4% |
| YTD | -46.2% | +8.3% | -54.5% | -49.0% |
| 1Y | -45.3% | +16.8% | -62.1% | -50.3% |
| All | -50.0% | +117.2% | -167.2% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling