-66.4%
HUBS vs USFR
+20.6%
-87.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.4% |
| 7D | -9.0% | +0.1% | -9.1% | -9.6% |
| 30D | +7.2% | +0.4% | +6.9% | +5.3% |
| 3M | +20.9% | +1.0% | +19.8% | +14.3% |
| 6M | -13.0% | +2.0% | -15.0% | -21.4% |
| YTD | -43.8% | +2.8% | -46.6% | -51.1% |
| 1Y | -54.6% | +4.1% | -58.7% | -63.0% |
| 3Y | -58.5% | +14.1% | -72.6% | -77.8% |
| All | -66.4% | +20.6% | -87.0% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling