-54.1%
HUBS vs BAH
+6.2%
-60.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -5.1% |
| 7D | -13.0% | +5.8% | -18.8% | -16.2% |
| 30D | -1.8% | +28.7% | -30.5% | -17.0% |
| 3M | -13.0% | +20.9% | -33.9% | -23.4% |
| 6M | -12.4% | +15.2% | -27.6% | -20.9% |
| YTD | -46.0% | +7.1% | -53.1% | -50.2% |
| 1Y | -54.1% | +6.4% | -60.5% | -58.2% |
| All | -54.1% | +6.2% | -60.3% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling