+112.8%
BP vs HUBB
+126.3%
-13.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.8% | +1.8% | +2.1% | +3.5% |
| 30D | -5.3% | -7.7% | +2.4% | -4.2% |
| 3M | +9.3% | -13.6% | +22.8% | +11.7% |
| 6M | +7.2% | -9.1% | +16.3% | +8.1% |
| YTD | +38.0% | -0.7% | +38.8% | +35.5% |
| 1Y | +33.2% | +1.1% | +32.1% | +30.1% |
| 3Y | +50.3% | +56.2% | -5.9% | +27.0% |
| All | +112.8% | +126.3% | -13.5% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling