+136.4%
BAC vs HUBB
+48.8%
+87.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | +1.2% | +4.8% | -3.7% | -0.3% |
| 30D | -0.7% | -9.3% | +8.6% | +2.1% |
| 3M | +16.9% | -3.9% | +20.8% | +17.4% |
| 6M | +29.6% | -0.8% | +30.4% | +27.7% |
| YTD | +15.3% | +5.6% | +9.7% | +10.7% |
| 1Y | +28.8% | +7.7% | +21.1% | +22.3% |
| 3Y | +136.4% | +47.5% | +88.9% | +97.5% |
| All | +136.4% | +48.8% | +87.6% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling