-66.6%
HUBS vs BIL
+19.4%
-86.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -12.4% | +0.1% | -12.4% | -12.7% |
| 30D | +1.4% | +0.3% | +1.1% | -0.4% |
| 3M | +16.0% | +0.9% | +15.1% | +9.3% |
| 6M | -17.0% | +1.8% | -18.8% | -25.3% |
| YTD | -44.3% | +2.5% | -46.8% | -51.4% |
| 1Y | -54.3% | +3.7% | -58.0% | -62.2% |
| 3Y | -58.4% | +14.1% | -72.5% | -83.9% |
| All | -66.6% | +19.4% | -86.1% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 5y: compounded portfolio wealth divided by compounded BIL 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…
5y analysis · Full analysis span regression · 6 months rolling