+256.9%
BN vs HUBB
+437.4%
-180.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | -5.9% | -1.7% | -4.2% | -5.0% |
| 30D | -15.1% | -12.7% | -2.4% | -8.3% |
| 3M | -14.6% | -2.9% | -11.6% | -14.2% |
| 6M | -8.4% | -4.8% | -3.6% | -8.1% |
| YTD | -16.8% | +2.8% | -19.6% | -20.7% |
| 1Y | -14.4% | +3.5% | -17.9% | -19.1% |
| 3Y | +70.1% | +43.5% | +26.6% | +28.2% |
| 5Y | +33.5% | +154.2% | -120.7% | -32.1% |
| All | +256.9% | +437.4% | -180.5% | +17.2% |
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