+134.0%
BP vs HUBB
+437.4%
-303.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | +5.7% | -1.7% | +7.4% | +6.4% |
| 30D | +8.1% | -12.7% | +20.7% | +13.9% |
| 3M | +8.6% | -2.9% | +11.6% | +8.3% |
| 6M | +18.1% | -4.8% | +22.9% | +17.3% |
| YTD | +37.6% | +2.8% | +34.8% | +31.4% |
| 1Y | +39.4% | +3.5% | +35.9% | +31.8% |
| 3Y | +40.1% | +43.5% | -3.5% | +5.9% |
| 5Y | +141.3% | +154.2% | -12.9% | +23.3% |
| All | +134.0% | +437.4% | -303.3% | -24.3% |
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