-61.7%
HUBS vs BTSG
+389.4%
-451.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -9.0% | -3.3% | -5.7% | -8.5% |
| 30D | +7.2% | -1.6% | +8.8% | +7.4% |
| 3M | +20.9% | -6.9% | +27.8% | +20.8% |
| 6M | -13.0% | +42.1% | -55.1% | -21.7% |
| YTD | -43.8% | +56.8% | -100.7% | -50.9% |
| 1Y | -54.6% | +109.8% | -164.5% | -63.5% |
| All | -61.7% | +389.4% | -451.1% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling