+285.2%
BRO vs HUBB
+446.9%
-161.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | -7.3% | -0.1% | -7.3% | -7.3% |
| 30D | -6.9% | -10.0% | +3.1% | -4.0% |
| 3M | +10.7% | -1.6% | +12.3% | +9.8% |
| 6M | -2.7% | -3.1% | +0.4% | -3.7% |
| YTD | -16.3% | +4.6% | -20.9% | -19.9% |
| 1Y | -29.1% | +3.3% | -32.4% | -32.3% |
| 3Y | -7.8% | +46.6% | -54.4% | -26.6% |
| 5Y | +18.7% | +158.7% | -139.9% | -28.8% |
| All | +285.2% | +446.9% | -161.7% | +59.3% |
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