+21.3%
BAC vs HUBB
+126.5%
-105.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +2.1% | -2.6% | +4.6% | +2.9% |
| 30D | -6.7% | -7.7% | +1.0% | -4.3% |
| 3M | -20.2% | -13.0% | -7.2% | -16.6% |
| 6M | -0.2% | -10.6% | +10.4% | +2.4% |
| YTD | -6.4% | -0.6% | -5.8% | -8.7% |
| 1Y | -3.1% | -4.1% | +1.0% | -4.2% |
| 3Y | +96.7% | +57.2% | +39.6% | +54.6% |
| 5Y | +21.3% | +127.2% | -105.9% | -23.3% |
| All | +21.3% | +126.5% | -105.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling