+664.8%
HUBS vs BP
+115.4%
+549.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.0% | -4.8% |
| 7D | -6.2% | +4.0% | -10.2% | -7.3% |
| 30D | +6.6% | +7.8% | -1.2% | +4.2% |
| 3M | +16.4% | +8.4% | +8.1% | +12.8% |
| 6M | -19.7% | +15.1% | -34.8% | -23.8% |
| YTD | -42.6% | +36.4% | -79.1% | -48.7% |
| 1Y | -54.2% | +40.9% | -95.1% | -59.6% |
| 3Y | -57.1% | +38.8% | -96.0% | -62.6% |
| 5Y | -66.2% | +141.1% | -207.3% | -76.3% |
| 10Y | +328.3% | +133.9% | +194.4% | +184.7% |
| All | +664.8% | +115.4% | +549.4% | +385.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling