+722.6%
HUBS vs RF
+365.4%
+357.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -5.0% | +1.3% | -6.3% | -5.5% |
| 30D | -1.0% | -3.6% | +2.6% | +0.4% |
| 3M | +12.4% | +8.1% | +4.3% | +8.9% |
| 6M | -11.1% | +11.5% | -22.6% | -15.3% |
| YTD | -38.3% | +15.6% | -53.9% | -42.5% |
| 1Y | -46.7% | +15.7% | -62.4% | -50.4% |
| 3Y | -55.1% | +86.9% | -142.0% | -66.1% |
| 5Y | -64.8% | +89.8% | -154.7% | -73.9% |
| 10Y | +334.3% | +344.7% | -10.4% | +90.9% |
| All | +722.6% | +365.4% | +357.2% | +243.5% |
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 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