-66.7%
HUBS vs RF
+85.9%
-152.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -12.4% | -1.6% | -10.8% | -11.7% |
| 30D | +1.4% | -4.3% | +5.6% | +3.3% |
| 3M | +16.0% | +5.9% | +10.1% | +13.0% |
| 6M | -17.0% | +14.1% | -31.1% | -22.4% |
| YTD | -44.3% | +13.8% | -58.1% | -48.4% |
| 1Y | -54.3% | +15.2% | -69.5% | -58.0% |
| 3Y | -58.4% | +90.6% | -149.0% | -70.8% |
| 5Y | -66.7% | +88.9% | -155.6% | -75.4% |
| All | -66.7% | +85.9% | -152.6% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling