+308.1%
HUBS vs BNY
+416.3%
-108.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -1.3% | -7.7% | -8.4% |
| 30D | +7.2% | -0.2% | +7.4% | +7.1% |
| 3M | +20.9% | +14.9% | +5.9% | +11.6% |
| 6M | -13.0% | +40.0% | -53.0% | -27.8% |
| YTD | -43.8% | +42.0% | -85.8% | -53.9% |
| 1Y | -54.6% | +56.9% | -111.5% | -64.6% |
| 3Y | -58.5% | +289.9% | -348.3% | -80.0% |
| 5Y | -66.4% | +259.2% | -325.6% | -83.4% |
| All | +308.1% | +416.3% | -108.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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