-32.0%
BAX vs HUBB
+48.8%
-80.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.6% | -3.9% |
| 7D | -2.4% | +4.8% | -7.3% | -3.3% |
| 30D | -9.7% | -9.3% | -0.4% | -8.1% |
| 3M | +29.3% | -3.9% | +33.1% | +29.3% |
| 6M | +40.7% | -0.8% | +41.5% | +39.1% |
| YTD | +30.3% | +5.6% | +24.7% | +26.9% |
| 1Y | +3.4% | +7.7% | -4.3% | 0.0% |
| 3Y | -32.0% | +47.5% | -79.5% | -39.0% |
| All | -32.0% | +48.8% | -80.9% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling