+1,094.1%
BAC vs HUBB
+144,902.7%
-143,808.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.3% |
| 7D | +2.1% | -2.6% | +4.6% | +2.1% |
| 30D | -6.7% | -7.7% | +1.0% | -6.6% |
| 3M | -20.2% | -13.0% | -7.2% | -20.1% |
| 6M | -0.2% | -10.6% | +10.4% | -0.1% |
| YTD | -6.4% | -0.6% | -5.8% | -6.4% |
| 1Y | -3.1% | -4.1% | +1.0% | -3.1% |
| 3Y | +96.7% | +57.2% | +39.6% | +95.1% |
| 5Y | +21.3% | +127.2% | -105.9% | +19.5% |
| 10Y | +237.7% | +386.2% | -148.4% | +229.7% |
| All | +1,094.1% | +144,902.7% | -143,808.6% | +1,452.3% |
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