-58.5%
HUBS vs ROP
-19.1%
-39.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -4.6% | -4.4% | -4.3% |
| 30D | +7.2% | -1.7% | +8.9% | +9.8% |
| 3M | +20.9% | +17.1% | +3.8% | +3.7% |
| 6M | -13.0% | +10.9% | -23.9% | -20.0% |
| YTD | -43.8% | -12.1% | -31.8% | -37.0% |
| 1Y | -54.6% | -24.2% | -30.4% | -42.3% |
| 3Y | -58.5% | -20.4% | -38.1% | -51.6% |
| All | -58.5% | -19.1% | -39.3% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling