-64.2%
HUBS vs UMAC
+473.8%
-538.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | -9.0% | -3.4% | -5.6% | -8.9% |
| 30D | +7.2% | -15.1% | +22.3% | +7.4% |
| 3M | +20.9% | -10.8% | +31.6% | +20.9% |
| 6M | -13.0% | +15.7% | -28.7% | -14.5% |
| YTD | -43.8% | +80.1% | -124.0% | -45.8% |
| 1Y | -54.6% | +116.7% | -171.4% | -56.7% |
| All | -64.2% | +473.8% | -538.0% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling