-13.0%
HUBS vs BG
+3.4%
-16.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.5% |
| 7D | -9.0% | +3.1% | -12.1% | -8.5% |
| 30D | +7.2% | +10.2% | -3.0% | +8.6% |
| 3M | +20.9% | -1.7% | +22.5% | +25.0% |
| 6M | -13.0% | +1.0% | -14.0% | -10.6% |
| All | -13.0% | +3.4% | -16.5% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling