-58.5%
HUBS vs BG
+18.0%
-76.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.7% |
| 7D | -9.0% | +3.1% | -12.1% | -8.9% |
| 30D | +7.2% | +10.2% | -3.0% | +7.5% |
| 3M | +20.9% | -1.7% | +22.5% | +21.4% |
| 6M | -13.0% | +1.0% | -14.0% | -12.6% |
| YTD | -43.8% | +39.9% | -83.8% | -44.5% |
| 1Y | -54.6% | +53.2% | -107.9% | -55.6% |
| 3Y | -58.5% | +16.3% | -74.7% | -58.2% |
| All | -58.5% | +18.0% | -76.4% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling