+875.2%
BAX vs HUBB
+144,634.4%
-143,759.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | +1.8% | -1.7% | +0.1% |
| 30D | +4.1% | -7.7% | +11.8% | +4.1% |
| 3M | -4.5% | -13.6% | +9.0% | -4.5% |
| 6M | +49.2% | -9.1% | +58.4% | +49.3% |
| YTD | +35.2% | -0.7% | +36.0% | +35.2% |
| 1Y | +38.3% | +1.1% | +37.2% | +38.2% |
| 3Y | -19.0% | +56.2% | -75.2% | -19.3% |
| 5Y | -64.2% | +126.6% | -190.8% | -64.4% |
| 10Y | -35.7% | +384.6% | -420.3% | -36.4% |
| All | +875.2% | +144,634.4% | -143,759.3% | +927.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling