-57.6%
HUBS vs RF
+87.8%
-145.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -6.2% | -0.1% | -6.1% | -6.1% |
| 30D | +6.6% | -4.0% | +10.6% | +8.3% |
| 3M | +16.4% | +5.6% | +10.9% | +14.0% |
| 6M | -19.7% | +13.1% | -32.8% | -24.1% |
| YTD | -42.6% | +13.6% | -56.2% | -46.5% |
| 1Y | -54.2% | +16.0% | -70.1% | -57.9% |
| All | -57.6% | +87.8% | -145.3% | -69.0% |
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 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