+664.8%
HUBS vs BBWI
-50.6%
+715.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.3% | +2.0% | -2.5% |
| 7D | -6.2% | -4.4% | -1.8% | -5.1% |
| 30D | +6.6% | -7.4% | +14.0% | +8.6% |
| 3M | +16.4% | -2.2% | +18.7% | +16.7% |
| 6M | -19.7% | -16.3% | -3.4% | -17.7% |
| YTD | -42.6% | -9.1% | -33.5% | -42.7% |
| 1Y | -54.2% | -34.5% | -19.7% | -50.5% |
| 3Y | -57.1% | -47.0% | -10.2% | -53.2% |
| 5Y | -66.2% | -68.8% | +2.6% | -58.7% |
| 10Y | +328.3% | -57.4% | +385.6% | +325.1% |
| All | +664.8% | -50.6% | +715.4% | +443.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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