+71.1%
BA vs HUBS
+320.5%
-249.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | -2.7% | -12.4% | +9.7% | +0.4% |
| 30D | -12.2% | +1.4% | -13.6% | -13.2% |
| 3M | -2.0% | +16.0% | -18.0% | -8.0% |
| 6M | -6.0% | -17.0% | +11.0% | -6.4% |
| YTD | -5.7% | -44.3% | +38.6% | +3.5% |
| 1Y | -10.0% | -54.3% | +44.3% | +3.4% |
| 3Y | -3.1% | -58.4% | +55.3% | +9.9% |
| 5Y | -2.6% | -66.7% | +64.1% | +7.8% |
| All | +71.1% | +320.5% | -249.5% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling