-39.3%
BAX vs HUBB
+446.9%
-486.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -2.0% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -11.7% | -10.0% | -1.7% | -9.3% |
| 3M | +16.2% | -1.6% | +17.8% | +15.8% |
| 6M | +32.0% | -3.1% | +35.1% | +31.5% |
| YTD | +24.7% | +4.6% | +20.1% | +21.4% |
| 1Y | -2.6% | +3.3% | -6.0% | -5.1% |
| 3Y | -35.0% | +46.6% | -81.6% | -44.1% |
| 5Y | -67.6% | +158.7% | -226.2% | -77.1% |
| All | -39.3% | +446.9% | -486.2% | -65.9% |
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