+1.3%
BBY vs HUBB
+157.3%
-156.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +9.4% | -10.0% | +19.4% | +13.9% |
| 3M | +19.3% | -1.6% | +20.9% | +18.8% |
| 6M | +47.9% | -3.1% | +51.0% | +46.1% |
| YTD | +39.6% | +4.6% | +35.0% | +31.7% |
| 1Y | +22.2% | +3.3% | +18.8% | +15.7% |
| 3Y | +45.0% | +46.6% | -1.6% | +10.3% |
| All | +1.3% | +157.3% | -156.1% | -48.0% |
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 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