+648.6%
HUBS vs UMC
+1,825.8%
-1,177.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.1% |
| 7D | -9.0% | +9.0% | -18.0% | -11.5% |
| 30D | +7.2% | +17.2% | -10.0% | +1.7% |
| 3M | +20.9% | +11.4% | +9.5% | +11.1% |
| 6M | -13.0% | +137.5% | -150.5% | -41.1% |
| YTD | -43.8% | +193.1% | -237.0% | -65.9% |
| 1Y | -54.6% | +240.3% | -294.9% | -74.0% |
| 3Y | -58.5% | +262.2% | -320.7% | -77.4% |
| 5Y | -66.4% | +143.1% | -209.5% | -79.3% |
| 10Y | +319.2% | +1,853.0% | -1,533.8% | +32.9% |
| All | +648.6% | +1,825.8% | -1,177.2% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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