+328.1%
HUBS vs RUN
-33.9%
+362.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.5% |
| 7D | -12.4% | -3.4% | -9.0% | -11.8% |
| 30D | +1.4% | -14.0% | +15.3% | +4.0% |
| 3M | +16.0% | -27.5% | +43.4% | +22.3% |
| 6M | -17.0% | -29.0% | +12.0% | -13.7% |
| YTD | -44.3% | -53.1% | +8.8% | -38.8% |
| 1Y | -54.3% | -46.7% | -7.6% | -51.8% |
| 3Y | -58.4% | -38.3% | -20.1% | -67.5% |
| 5Y | -66.7% | -80.7% | +14.0% | -68.0% |
| 10Y | +315.9% | +42.4% | +273.5% | +156.9% |
| All | +328.1% | -33.9% | +362.0% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling