+875.9%
BAX vs HUBB
+152,497.5%
-151,621.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.1% | +0.5% | -1.7% | -1.2% |
| 30D | -5.5% | -10.0% | +4.6% | -5.4% |
| 3M | +33.5% | -4.8% | +38.3% | +33.6% |
| 6M | +35.9% | -5.6% | +41.4% | +35.9% |
| YTD | +35.4% | +4.7% | +30.7% | +35.3% |
| 1Y | +9.8% | +6.7% | +3.1% | +9.7% |
| 3Y | -32.7% | +45.8% | -78.5% | -32.9% |
| 5Y | -65.6% | +145.9% | -211.5% | -65.8% |
| 10Y | -34.9% | +418.6% | -453.5% | -35.6% |
| All | +875.9% | +152,497.5% | -151,621.6% | +927.5% |
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