+98.8%
BA vs HUBS
+651.4%
-552.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.5% |
| 7D | +1.2% | -5.0% | +6.2% | +2.3% |
| 30D | -11.6% | -1.0% | -10.6% | -12.4% |
| 3M | -2.4% | +12.4% | -14.7% | -7.1% |
| 6M | -6.6% | -11.1% | +4.5% | -8.4% |
| YTD | -2.2% | -38.3% | +36.1% | +4.0% |
| 1Y | -8.0% | -46.7% | +38.7% | +0.6% |
| 3Y | -5.0% | -55.1% | +50.1% | +5.1% |
| 5Y | -2.7% | -64.8% | +62.1% | +5.8% |
| 10Y | +75.9% | +334.3% | -258.4% | -3.3% |
| All | +98.8% | +651.4% | -552.6% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling