-54.6%
HUBS vs ROP
-23.7%
-30.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -4.6% | -4.4% | -3.7% |
| 30D | +7.2% | -1.7% | +8.9% | +10.1% |
| 3M | +20.9% | +17.1% | +3.8% | +2.0% |
| 6M | -13.0% | +10.9% | -23.9% | -21.5% |
| YTD | -43.8% | -12.1% | -31.8% | -40.3% |
| 1Y | -54.6% | -24.2% | -30.4% | -47.9% |
| All | -54.6% | -23.7% | -30.9% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling