+642.7%
HUBS vs BB
-17.9%
+660.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.2% |
| 7D | -12.4% | -2.1% | -10.3% | -11.9% |
| 30D | +1.4% | -16.0% | +17.4% | +5.9% |
| 3M | +16.0% | -14.5% | +30.5% | +17.3% |
| 6M | -17.0% | +118.6% | -135.5% | -35.8% |
| YTD | -44.3% | +98.9% | -143.2% | -55.7% |
| 1Y | -54.3% | +99.5% | -153.8% | -63.9% |
| 3Y | -58.4% | +65.4% | -123.7% | -67.8% |
| 5Y | -66.7% | -27.6% | -39.0% | -69.2% |
| 10Y | +315.9% | -0.4% | +316.3% | +155.0% |
| All | +642.7% | -17.9% | +660.6% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling