+91.7%
BKNG vs HUBB
+152.9%
-61.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -1.7% | -9.0% | -10.1% |
| 30D | -18.1% | -12.7% | -5.4% | -14.1% |
| 3M | +8.5% | -2.9% | +11.5% | +8.3% |
| 6M | -0.1% | -4.8% | +4.7% | -0.1% |
| YTD | -18.2% | +2.8% | -21.0% | -21.4% |
| 1Y | -19.9% | +3.5% | -23.4% | -23.7% |
| 3Y | +41.6% | +43.5% | -1.9% | +11.8% |
| All | +91.7% | +152.9% | -61.2% | +6.4% |
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 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