+795.1%
BKNG vs HUBB
+2,283.6%
-1,488.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -10.7% | -1.7% | -9.0% | -9.8% |
| 30D | -18.1% | -12.7% | -5.4% | -11.9% |
| 3M | +8.5% | -2.9% | +11.5% | +8.5% |
| 6M | -0.1% | -4.8% | +4.7% | 0.0% |
| YTD | -18.2% | +2.8% | -21.0% | -22.4% |
| 1Y | -19.9% | +3.5% | -23.4% | -25.0% |
| 3Y | +41.6% | +43.5% | -1.9% | +4.9% |
| 5Y | +93.1% | +154.2% | -61.1% | -1.8% |
| 10Y | +214.8% | +434.0% | -219.2% | -3.3% |
| All | +795.1% | +2,283.6% | -1,488.5% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling