+1,376.8%
BAC vs HUBB
+152,497.5%
-151,120.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | +0.5% | +0.5% | +1.1% |
| 30D | -0.4% | -10.0% | +9.6% | -0.2% |
| 3M | +16.9% | -4.8% | +21.7% | +17.0% |
| 6M | +26.6% | -5.6% | +32.2% | +26.7% |
| YTD | +15.8% | +4.7% | +11.1% | +15.6% |
| 1Y | +27.2% | +6.7% | +20.5% | +27.0% |
| 3Y | +132.4% | +45.8% | +86.7% | +130.7% |
| 5Y | +72.6% | +145.9% | -73.4% | +69.9% |
| 10Y | +389.7% | +418.6% | -28.9% | +377.7% |
| All | +1,376.8% | +152,497.5% | -151,120.7% | +1,818.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling