+290.2%
BN vs HUBB
+381.1%
-90.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -1.0% | +1.8% | -2.7% | -1.9% |
| 30D | +14.0% | -7.7% | +21.7% | +18.6% |
| 3M | -9.0% | -13.6% | +4.5% | -1.9% |
| 6M | -8.8% | -9.1% | +0.3% | -5.8% |
| YTD | -10.3% | -0.7% | -9.5% | -13.4% |
| 1Y | -5.8% | +1.1% | -6.9% | -10.3% |
| 3Y | +94.8% | +56.2% | +38.6% | +38.2% |
| 5Y | +31.5% | +126.6% | -95.1% | -28.7% |
| All | +290.2% | +381.1% | -90.8% | +37.2% |
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