-58.5%
HUBS vs BN
+70.0%
-128.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | -9.0% | -5.2% | -3.8% | -6.1% |
| 30D | +7.2% | -14.5% | +21.7% | +17.4% |
| 3M | +20.9% | -15.0% | +35.9% | +32.9% |
| 6M | -13.0% | -5.4% | -7.6% | -11.5% |
| YTD | -43.8% | -16.4% | -27.4% | -38.2% |
| 1Y | -54.6% | -16.2% | -38.4% | -50.3% |
| 3Y | -58.5% | +67.5% | -126.0% | -65.6% |
| All | -58.5% | +70.0% | -128.4% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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