+391.9%
BAC vs HUBB
+437.4%
-45.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -0.3% | -1.7% | +1.4% | +0.7% |
| 30D | -1.8% | -12.7% | +10.9% | +5.7% |
| 3M | +15.3% | -2.9% | +18.2% | +15.5% |
| 6M | +30.2% | -4.8% | +34.9% | +30.3% |
| YTD | +15.6% | +2.8% | +12.8% | +9.8% |
| 1Y | +27.5% | +3.5% | +23.9% | +19.6% |
| 3Y | +137.0% | +43.5% | +93.5% | +70.9% |
| 5Y | +75.6% | +154.2% | -78.6% | -20.2% |
| All | +391.9% | +437.4% | -45.5% | +22.6% |
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