-66.4%
HUBS vs BWA
+87.2%
-153.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -9.0% | -1.3% | -7.7% | -8.7% |
| 30D | +7.2% | -2.9% | +10.2% | +7.7% |
| 3M | +20.9% | -10.7% | +31.6% | +23.7% |
| 6M | -13.0% | +26.5% | -39.5% | -21.6% |
| YTD | -43.8% | +49.1% | -92.9% | -54.7% |
| 1Y | -54.6% | +52.1% | -106.7% | -63.9% |
| 3Y | -58.5% | +72.6% | -131.0% | -70.0% |
| All | -66.4% | +87.2% | -153.5% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling