+668.0%
BE vs HUBB
+325.2%
+342.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.7% |
| 7D | +10.8% | +1.8% | +9.1% | +9.3% |
| 30D | -19.8% | -7.7% | -12.1% | -11.9% |
| 3M | -18.7% | -13.6% | -5.2% | -4.1% |
| 6M | -33.7% | -9.1% | -24.6% | -24.4% |
| YTD | +121.0% | -0.7% | +121.7% | +135.6% |
| 1Y | +85.4% | +1.1% | +84.3% | +96.5% |
| 3Y | +1,709.5% | +56.2% | +1,653.3% | +1,202.6% |
| 5Y | +462.2% | +126.6% | +335.6% | +173.1% |
| All | +668.0% | +325.2% | +342.8% | +90.4% |
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