-33.1%
BAX vs HUBB
+381.1%
-414.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +4.1% | -7.7% | +11.8% | +6.1% |
| 3M | -4.5% | -13.6% | +9.0% | -1.1% |
| 6M | +49.2% | -9.1% | +58.4% | +51.5% |
| YTD | +35.2% | -0.7% | +36.0% | +33.2% |
| 1Y | +38.3% | +1.1% | +37.2% | +35.4% |
| 3Y | -19.0% | +56.2% | -75.2% | -31.8% |
| 5Y | -64.2% | +126.6% | -190.8% | -73.7% |
| All | -33.1% | +381.1% | -414.2% | -60.5% |
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 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