+648.6%
HUBS vs BG
+102.0%
+546.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -9.0% | +3.1% | -12.1% | -9.6% |
| 30D | +7.2% | +10.2% | -3.0% | +5.0% |
| 3M | +20.9% | -1.7% | +22.5% | +20.6% |
| 6M | -13.0% | +1.0% | -14.0% | -13.8% |
| YTD | -43.8% | +39.9% | -83.8% | -48.5% |
| 1Y | -54.6% | +53.2% | -107.9% | -59.5% |
| 3Y | -58.5% | +16.3% | -74.7% | -60.9% |
| 5Y | -66.4% | +83.9% | -150.3% | -72.8% |
| 10Y | +319.2% | +165.1% | +154.1% | +175.8% |
| All | +648.6% | +102.0% | +546.6% | +382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling