+617.1%
HUBS vs RF
+336.1%
+280.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | +2.7% | -8.9% | +11.6% | +6.4% |
| 6M | +20.2% | +7.1% | +13.1% | +16.7% |
| YTD | -46.2% | +8.3% | -54.5% | -48.5% |
| 1Y | -45.3% | +16.8% | -62.1% | -49.3% |
| 3Y | -49.7% | +115.0% | -164.7% | -63.8% |
| 5Y | -74.3% | +46.4% | -120.7% | -78.9% |
| 10Y | +273.1% | +230.2% | +42.9% | +88.3% |
| All | +617.1% | +336.1% | +280.9% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling