-55.9%
HUBS vs BG
+8.8%
-64.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.1% |
| 7D | -14.4% | +2.6% | -17.1% | -13.9% |
| 30D | -5.6% | -8.2% | +2.6% | -7.3% |
| 3M | -18.1% | -7.0% | -11.1% | -19.1% |
| 6M | -16.7% | -23.5% | +6.8% | -21.2% |
| YTD | -48.9% | +12.6% | -61.6% | -46.7% |
| 1Y | -55.9% | +5.8% | -61.6% | -51.8% |
| All | -55.9% | +8.8% | -64.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling