+664.8%
HUBS vs BAH
+262.2%
+402.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -6.2% | -1.3% | -4.9% | -5.7% |
| 30D | +6.6% | -6.6% | +13.2% | +9.9% |
| 3M | +16.4% | -7.2% | +23.6% | +19.7% |
| 6M | -19.7% | -10.0% | -9.8% | -16.3% |
| YTD | -42.6% | -12.5% | -30.2% | -39.7% |
| 1Y | -54.2% | -27.9% | -26.3% | -48.3% |
| 3Y | -57.1% | -31.4% | -25.7% | -53.8% |
| 5Y | -66.2% | -3.2% | -63.0% | -70.1% |
| 10Y | +328.3% | +191.5% | +136.8% | +117.4% |
| All | +664.8% | +262.2% | +402.6% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling