-61.7%
HUBS vs BTDR
+19.6%
-81.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.6% |
| 7D | -9.0% | -3.4% | -5.6% | -8.8% |
| 30D | +7.2% | +32.6% | -25.4% | +5.5% |
| 3M | +20.9% | -32.2% | +53.1% | +22.8% |
| 6M | -13.0% | +52.4% | -65.4% | -17.0% |
| YTD | -43.8% | +6.7% | -50.5% | -45.5% |
| 1Y | -54.6% | -15.2% | -39.4% | -55.9% |
| 3Y | -58.5% | +14.9% | -73.3% | -63.4% |
| 5Y | -66.4% | +20.8% | -87.2% | -72.3% |
| All | -61.7% | +19.6% | -81.3% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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