-66.4%
HUBS vs BP
+138.6%
-205.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | +5.2% | -14.2% | -9.7% |
| 30D | +7.2% | +8.7% | -1.5% | +5.8% |
| 3M | +20.9% | +9.3% | +11.5% | +18.7% |
| 6M | -13.0% | +13.6% | -26.6% | -15.2% |
| YTD | -43.8% | +37.7% | -81.5% | -47.6% |
| 1Y | -54.6% | +40.6% | -95.3% | -57.9% |
| 3Y | -58.5% | +40.3% | -98.8% | -62.0% |
| All | -66.4% | +138.6% | -205.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 5y: compounded portfolio wealth divided by compounded BP 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…
5y analysis · Full analysis span regression · 6 months rolling