+308.1%
HUBS vs BAH
+207.9%
+100.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -9.0% | +4.3% | -13.3% | -10.7% |
| 30D | +7.2% | -2.5% | +9.7% | +8.4% |
| 3M | +20.9% | -0.9% | +21.8% | +20.7% |
| 6M | -13.0% | +1.5% | -14.5% | -13.8% |
| YTD | -43.8% | -8.0% | -35.9% | -42.3% |
| 1Y | -54.6% | -24.7% | -29.9% | -50.0% |
| 3Y | -58.5% | -28.4% | -30.1% | -56.3% |
| 5Y | -66.4% | +2.8% | -69.2% | -71.3% |
| All | +308.1% | +207.9% | +100.2% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling