+37.9%
BAX vs HUBB
-2.3%
+40.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.1% |
| 7D | +0.4% | +4.6% | -4.2% | -0.3% |
| 30D | +3.4% | -8.4% | +11.8% | +4.2% |
| 3M | -4.5% | -14.3% | +9.9% | -2.9% |
| 6M | +44.0% | -9.3% | +53.3% | +43.5% |
| YTD | +34.9% | -0.5% | +35.4% | +27.3% |
| 1Y | +37.9% | -2.1% | +40.0% | +30.7% |
| All | +37.9% | -2.3% | +40.3% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling