+308.1%
HUBS vs BLDR
+383.3%
-75.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.1% |
| 7D | -9.0% | -8.2% | -0.8% | -6.0% |
| 30D | +7.2% | -16.6% | +23.9% | +14.8% |
| 3M | +20.9% | -23.2% | +44.0% | +32.3% |
| 6M | -13.0% | -33.7% | +20.7% | -1.0% |
| YTD | -43.8% | -41.3% | -2.5% | -34.2% |
| 1Y | -54.6% | -58.8% | +4.2% | -39.0% |
| 3Y | -58.5% | -57.5% | -1.0% | -49.4% |
| 5Y | -66.4% | +12.9% | -79.3% | -73.3% |
| All | +308.1% | +383.3% | -75.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling