-58.8%
HUBS vs BAH
-28.1%
-30.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.8% | -7.7% | -4.6% |
| 7D | -12.4% | +2.4% | -14.8% | -13.2% |
| 30D | +1.4% | -2.9% | +4.3% | +2.5% |
| 3M | +16.0% | -1.3% | +17.3% | +15.6% |
| 6M | -17.0% | -0.9% | -16.1% | -17.1% |
| YTD | -44.3% | -8.2% | -36.1% | -43.2% |
| 1Y | -54.3% | -24.0% | -30.3% | -51.9% |
| All | -58.8% | -28.1% | -30.7% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling