+23.4%
BA vs HUBB
+382.2%
-358.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | -0.6% | +4.6% | -5.1% | -3.3% |
| 30D | -8.0% | -8.4% | +0.3% | -3.1% |
| 3M | -25.8% | -14.3% | -11.5% | -18.8% |
| 6M | -27.6% | -9.3% | -18.3% | -24.4% |
| YTD | -21.0% | -0.5% | -20.5% | -23.4% |
| 1Y | -12.3% | -2.1% | -10.1% | -14.3% |
| 3Y | -12.8% | +57.2% | -70.0% | -43.4% |
| 5Y | -22.4% | +127.1% | -149.5% | -64.9% |
| All | +23.4% | +382.2% | -358.8% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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