+37.3%
BBY vs HUBB
-1.1%
+38.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.6% |
| 7D | +1.2% | +1.1% | +0.1% | +1.3% |
| 30D | +6.8% | -9.6% | +16.4% | +5.5% |
| 3M | +18.7% | -6.2% | +24.9% | +18.9% |
| 6M | +37.3% | -6.2% | +43.4% | +35.5% |
| All | +37.3% | -1.1% | +38.4% | +35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling