-66.4%
HUBS vs RUN
-81.0%
+14.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -9.0% | -3.7% | -5.3% | -8.4% |
| 30D | +7.2% | -13.0% | +20.2% | +9.4% |
| 3M | +20.9% | -31.8% | +52.7% | +27.9% |
| 6M | -13.0% | -32.2% | +19.2% | -9.3% |
| YTD | -43.8% | -53.5% | +9.6% | -38.8% |
| 1Y | -54.6% | -46.5% | -8.1% | -52.5% |
| 3Y | -58.5% | -37.6% | -20.8% | -68.3% |
| All | -66.4% | -81.0% | +14.6% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling