-66.9%
BAX vs HUBB
+154.5%
-221.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.6% | -3.9% |
| 7D | -2.4% | +4.8% | -7.3% | -3.4% |
| 30D | -9.7% | -9.3% | -0.4% | -7.9% |
| 3M | +29.3% | -3.9% | +33.1% | +29.5% |
| 6M | +40.7% | -0.8% | +41.5% | +39.3% |
| 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% | -40.2% |
| 5Y | -66.9% | +153.7% | -220.5% | -75.2% |
| All | -66.9% | +154.5% | -221.4% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling