+392.9%
BAC vs HUBS
+323.9%
+69.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | 0.0% | -9.0% | +9.0% | +1.6% |
| 30D | -2.8% | +7.2% | -10.0% | -4.5% |
| 3M | +14.2% | +20.9% | -6.6% | +8.5% |
| 6M | +30.5% | -13.0% | +43.6% | +29.3% |
| YTD | +15.8% | -43.8% | +59.7% | +23.5% |
| 1Y | +26.2% | -54.6% | +80.8% | +39.4% |
| 3Y | +136.5% | -58.5% | +195.0% | +159.7% |
| 5Y | +75.9% | -66.4% | +142.4% | +87.8% |
| All | +392.9% | +323.9% | +69.0% | +157.4% |
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