+25.3%
BIL vs HUBB
+437.4%
-412.1%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | -1.7% | +1.7% | +0.1% |
| 30D | +0.3% | -12.7% | +12.9% | +0.3% |
| 3M | +0.9% | -2.9% | +3.8% | +0.9% |
| 6M | +1.8% | -4.8% | +6.6% | +1.8% |
| YTD | +2.5% | +2.8% | -0.3% | +2.5% |
| 1Y | +3.7% | +3.5% | +0.2% | +3.7% |
| 3Y | +14.1% | +43.5% | -29.5% | +14.1% |
| 5Y | +19.4% | +154.2% | -134.8% | +19.4% |
| All | +25.3% | +437.4% | -412.1% | +25.3% |
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