+308.1%
HUBS vs BB
+1.6%
+306.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -9.0% | -0.4% | -8.6% | -8.9% |
| 30D | +7.2% | -12.5% | +19.8% | +10.9% |
| 3M | +20.9% | -17.4% | +38.3% | +23.6% |
| 6M | -13.0% | +119.1% | -132.2% | -33.2% |
| YTD | -43.8% | +102.4% | -146.2% | -55.8% |
| 1Y | -54.6% | +98.2% | -152.8% | -64.3% |
| 3Y | -58.5% | +46.9% | -105.4% | -66.9% |
| 5Y | -66.4% | -26.4% | -40.0% | -69.3% |
| All | +308.1% | +1.6% | +306.5% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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