-62.0%
HUBS vs BTSG
+382.3%
-444.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.6% | +3.7% | -1.8% |
| 7D | -12.4% | -5.8% | -6.6% | -11.6% |
| 30D | +1.4% | 0.0% | +1.4% | +1.2% |
| 3M | +16.0% | -4.5% | +20.4% | +15.2% |
| 6M | -17.0% | +40.0% | -57.0% | -25.1% |
| YTD | -44.3% | +54.6% | -98.8% | -51.2% |
| 1Y | -54.3% | +106.1% | -160.4% | -63.1% |
| All | -62.0% | +382.3% | -444.4% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling