+642.7%
HUBS vs BN
+315.7%
+327.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.0% |
| 7D | -12.4% | -5.9% | -6.5% | -8.4% |
| 30D | +1.4% | -15.1% | +16.4% | +14.2% |
| 3M | +16.0% | -14.6% | +30.5% | +30.1% |
| 6M | -17.0% | -8.4% | -8.6% | -12.9% |
| YTD | -44.3% | -16.8% | -27.5% | -37.3% |
| 1Y | -54.3% | -14.4% | -39.9% | -49.8% |
| 3Y | -58.4% | +70.1% | -128.5% | -73.5% |
| 5Y | -66.7% | +33.5% | -100.2% | -73.9% |
| 10Y | +315.9% | +260.2% | +55.7% | +60.4% |
| All | +642.7% | +315.7% | +327.0% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling