+18.3%
HYG vs HUBS
-66.4%
+84.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.7% | -9.0% | +8.3% | -0.2% |
| 30D | -0.7% | +7.2% | -8.0% | -1.3% |
| 3M | -0.2% | +20.9% | -21.1% | -1.9% |
| 6M | +1.4% | -13.0% | +14.5% | +1.3% |
| YTD | +1.5% | -43.8% | +45.3% | +4.3% |
| 1Y | +2.9% | -54.6% | +57.5% | +7.3% |
| 3Y | +25.6% | -58.5% | +84.1% | +30.0% |
| All | +18.3% | -66.4% | +84.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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