+648.6%
HUBS vs BNS
+169.0%
+479.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -9.0% | -0.4% | -8.6% | -8.8% |
| 30D | +7.2% | +3.5% | +3.8% | +4.4% |
| 3M | +20.9% | +14.1% | +6.8% | +9.9% |
| 6M | -13.0% | +33.8% | -46.8% | -29.5% |
| YTD | -43.8% | +29.5% | -73.3% | -53.9% |
| 1Y | -54.6% | +48.4% | -103.0% | -66.2% |
| 3Y | -58.5% | +129.6% | -188.1% | -77.7% |
| 5Y | -66.4% | +96.1% | -162.5% | -79.6% |
| 10Y | +319.2% | +186.2% | +133.0% | +90.8% |
| All | +648.6% | +169.0% | +479.7% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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