+308.1%
HUBS vs BWA
+156.8%
+151.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -9.0% | -1.3% | -7.7% | -8.6% |
| 30D | +7.2% | -2.9% | +10.2% | +7.8% |
| 3M | +20.9% | -10.7% | +31.6% | +24.0% |
| 6M | -13.0% | +26.5% | -39.5% | -22.4% |
| YTD | -43.8% | +49.1% | -92.9% | -54.5% |
| 1Y | -54.6% | +52.1% | -106.7% | -63.7% |
| 3Y | -58.5% | +72.6% | -131.0% | -69.5% |
| 5Y | -66.4% | +89.4% | -155.8% | -76.8% |
| All | +308.1% | +156.8% | +151.4% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling