+21.4%
HUBS vs RF
+9.0%
+12.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.2% |
| 7D | +8.3% | +1.9% | +6.4% | +7.5% |
| 30D | -4.0% | +7.3% | -11.3% | -6.1% |
| 3M | -9.7% | -7.9% | -1.8% | -8.6% |
| 6M | +21.4% | +10.5% | +10.8% | +43.7% |
| All | +21.4% | +9.0% | +12.4% | +43.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling