+72.3%
BA vs HUBB
+430.1%
-357.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +2.5% | +4.8% | -2.4% | -0.5% |
| 30D | -10.1% | -9.3% | -0.8% | -4.7% |
| 3M | -2.4% | -3.9% | +1.5% | -1.1% |
| 6M | -8.8% | -0.8% | -8.0% | -10.5% |
| YTD | -2.9% | +5.6% | -8.5% | -9.0% |
| 1Y | -8.8% | +7.7% | -16.5% | -16.4% |
| 3Y | -0.3% | +47.5% | -47.7% | -31.8% |
| 5Y | -0.3% | +153.7% | -154.0% | -58.4% |
| 10Y | +72.3% | +433.0% | -360.7% | -59.8% |
| All | +72.3% | +430.1% | -357.8% | -59.8% |
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