+308.1%
HUBS vs BAX
-38.1%
+346.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -9.0% | -7.9% | -1.1% | -6.6% |
| 30D | +7.2% | -11.7% | +18.9% | +11.5% |
| 3M | +20.9% | +16.2% | +4.7% | +15.5% |
| 6M | -13.0% | +32.0% | -45.0% | -21.1% |
| YTD | -43.8% | +24.7% | -68.6% | -49.4% |
| 1Y | -54.6% | -2.6% | -52.0% | -55.6% |
| 3Y | -58.5% | -35.0% | -23.5% | -54.0% |
| 5Y | -66.4% | -67.6% | +1.2% | -48.3% |
| All | +308.1% | -38.1% | +346.3% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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