-59.9%
HUBS vs USAR
+58.5%
-118.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.1% | -2.9% |
| 7D | -12.4% | -9.3% | -3.0% | -12.4% |
| 30D | +1.4% | -15.2% | +16.6% | +1.3% |
| 3M | +16.0% | -21.1% | +37.1% | +16.0% |
| 6M | -17.0% | -21.6% | +4.6% | -17.0% |
| YTD | -44.3% | +34.8% | -79.1% | -44.1% |
| 1Y | -54.3% | +15.6% | -69.9% | -54.0% |
| 3Y | -58.4% | +57.7% | -116.1% | -61.4% |
| All | -59.9% | +58.5% | -118.4% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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