+10.8%
BTDR vs HUBB
+43.6%
-32.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -5.9% |
| 7D | -3.2% | -1.7% | -1.5% | -1.4% |
| 30D | +32.7% | -12.7% | +45.3% | +53.0% |
| 3M | -28.4% | -2.9% | -25.4% | -26.7% |
| 6M | +51.7% | -4.8% | +56.5% | +54.5% |
| YTD | +2.9% | +2.8% | +0.1% | -5.6% |
| 1Y | -15.5% | +3.5% | -19.0% | -22.5% |
| All | +10.8% | +43.6% | -32.9% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling