+60.7%
BA vs HUBS
+559.3%
-498.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.1% | +8.3% | -9.4% | -3.0% |
| 30D | -7.1% | -4.0% | -3.2% | -6.6% |
| 3M | -25.5% | -9.7% | -15.9% | -24.6% |
| 6M | -28.7% | +21.4% | -50.1% | -34.8% |
| YTD | -21.0% | -45.9% | +24.9% | -14.1% |
| 1Y | -11.9% | -44.4% | +32.5% | -5.0% |
| 3Y | -16.2% | -49.7% | +33.5% | -10.8% |
| 5Y | -22.4% | -74.2% | +51.8% | -8.7% |
| 10Y | +24.5% | +275.5% | -251.0% | -29.8% |
| All | +60.7% | +559.3% | -498.7% | -17.2% |
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