-66.8%
HUBS vs BROS
+35.1%
-101.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -9.0% | -5.8% | -3.2% | -7.2% |
| 30D | +7.2% | -14.0% | +21.2% | +12.3% |
| 3M | +20.9% | -32.5% | +53.4% | +37.0% |
| 6M | -13.0% | -14.9% | +1.9% | -9.6% |
| YTD | -43.8% | -28.3% | -15.6% | -38.4% |
| 1Y | -54.6% | -34.0% | -20.7% | -49.3% |
| 3Y | -58.5% | +63.0% | -121.4% | -68.5% |
| All | -66.8% | +35.1% | -101.9% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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