+39.1%
BP vs HUBB
+44.4%
-5.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.0% |
| 7D | +4.0% | +1.1% | +2.9% | +3.9% |
| 30D | +7.8% | -9.6% | +17.4% | +8.9% |
| 3M | +8.4% | -6.2% | +14.6% | +8.7% |
| 6M | +15.1% | -6.2% | +21.2% | +14.9% |
| YTD | +36.4% | +3.4% | +33.1% | +33.7% |
| 1Y | +40.9% | +5.3% | +35.6% | +37.4% |
| All | +39.1% | +44.4% | -5.4% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling