+308.1%
HUBS vs BBY
+252.7%
+55.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.6% |
| 7D | -9.0% | +0.6% | -9.6% | -9.2% |
| 30D | +7.2% | +9.4% | -2.2% | +2.4% |
| 3M | +20.9% | +19.3% | +1.5% | +11.8% |
| 6M | -13.0% | +47.9% | -61.0% | -28.3% |
| YTD | -43.8% | +39.6% | -83.4% | -52.7% |
| 1Y | -54.6% | +22.2% | -76.8% | -59.5% |
| 3Y | -58.5% | +45.0% | -103.4% | -67.8% |
| 5Y | -66.4% | +2.6% | -69.0% | -69.8% |
| All | +308.1% | +252.7% | +55.4% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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