-17.4%
BAX vs HUBB
+59.4%
-76.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | +6.3% | -6.4% | +12.7% | +7.5% |
| 3M | -4.6% | -14.4% | +9.8% | -1.8% |
| 6M | +50.4% | -9.0% | +59.4% | +51.7% |
| YTD | +38.0% | +0.7% | +37.3% | +34.9% |
| 1Y | +44.6% | -0.3% | +44.9% | +41.5% |
| All | -17.4% | +59.4% | -76.7% | -28.9% |
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 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