+648.6%
HUBS vs BRO
+362.2%
+286.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -9.0% | -7.3% | -1.7% | -3.8% |
| 30D | +7.2% | -6.9% | +14.1% | +13.2% |
| 3M | +20.9% | +10.7% | +10.2% | +13.3% |
| 6M | -13.0% | -2.7% | -10.3% | -10.9% |
| YTD | -43.8% | -16.3% | -27.5% | -36.2% |
| 1Y | -54.6% | -29.1% | -25.6% | -42.4% |
| 3Y | -58.5% | -7.8% | -50.6% | -59.2% |
| 5Y | -66.4% | +18.7% | -85.1% | -73.4% |
| 10Y | +319.2% | +291.9% | +27.3% | +28.7% |
| All | +648.6% | +362.2% | +286.4% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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