+56.7%
BDX vs HUBB
+446.9%
-390.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -2.5% | -10.0% | +7.4% | -0.1% |
| 3M | +21.4% | -1.6% | +23.0% | +20.9% |
| 6M | +10.4% | -3.1% | +13.5% | +9.8% |
| YTD | +18.8% | +4.6% | +14.3% | +15.6% |
| 1Y | +21.7% | +3.3% | +18.3% | +18.3% |
| 3Y | -10.0% | +46.6% | -56.5% | -22.4% |
| 5Y | -1.8% | +158.7% | -160.5% | -30.3% |
| All | +56.7% | +446.9% | -390.2% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling