-58.5%
HUBS vs BB
+64.9%
-123.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -9.0% | -0.4% | -8.6% | -8.9% |
| 30D | +7.2% | -12.5% | +19.8% | +9.9% |
| 3M | +20.9% | -17.4% | +38.3% | +22.8% |
| 6M | -13.0% | +119.1% | -132.2% | -31.0% |
| YTD | -43.8% | +102.4% | -146.2% | -54.5% |
| 1Y | -54.6% | +98.2% | -152.8% | -63.2% |
| 3Y | -58.5% | +46.9% | -105.4% | -68.6% |
| All | -58.5% | +64.9% | -123.4% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling