+648.6%
HUBS vs BTI
+105.5%
+543.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -9.0% | -0.2% | -8.8% | -8.9% |
| 30D | +7.2% | -1.1% | +8.3% | +7.7% |
| 3M | +20.9% | -8.8% | +29.6% | +24.5% |
| 6M | -13.0% | -4.0% | -9.1% | -12.5% |
| YTD | -43.8% | +0.4% | -44.2% | -44.7% |
| 1Y | -54.6% | +1.9% | -56.6% | -55.7% |
| 3Y | -58.5% | +108.5% | -167.0% | -69.7% |
| 5Y | -66.4% | +118.5% | -184.9% | -76.1% |
| 10Y | +319.2% | +75.1% | +244.1% | +204.6% |
| All | +648.6% | +105.5% | +543.1% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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