+433.9%
BTSG vs HUBB
+42.7%
+391.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.6% |
| 7D | -3.3% | -0.1% | -3.2% | -3.2% |
| 30D | -1.6% | -10.0% | +8.4% | +3.5% |
| 3M | -6.9% | -1.6% | -5.3% | -6.8% |
| 6M | +42.1% | -3.1% | +45.2% | +42.9% |
| YTD | +56.8% | +4.6% | +52.2% | +51.8% |
| 1Y | +109.8% | +3.3% | +106.5% | +103.8% |
| All | +433.9% | +42.7% | +391.2% | +340.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling