-55.9%
HUBS vs UMAC
-11.2%
-44.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -17.6% | +12.2% | -5.7% |
| 7D | -14.4% | -37.8% | +23.4% | -15.3% |
| 30D | -5.6% | -52.0% | +46.4% | -7.1% |
| 3M | -18.1% | -58.3% | +40.2% | -19.5% |
| 6M | -16.7% | -21.0% | +4.3% | -19.5% |
| YTD | -48.9% | -15.7% | -33.2% | -52.6% |
| 1Y | -55.9% | -9.8% | -46.1% | -59.6% |
| All | -55.9% | -11.2% | -44.7% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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