+25,535.5%
BRO vs HUBB
+152,391.5%
-126,856.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -7.3% | -0.1% | -7.3% | -7.3% |
| 30D | -6.9% | -10.0% | +3.1% | -6.8% |
| 3M | +10.7% | -1.6% | +12.3% | +10.6% |
| 6M | -2.7% | -3.1% | +0.4% | -2.7% |
| YTD | -16.3% | +4.6% | -20.9% | -16.4% |
| 1Y | -29.1% | +3.3% | -32.4% | -29.2% |
| 3Y | -7.8% | +46.6% | -54.4% | -8.3% |
| 5Y | +18.7% | +158.7% | -139.9% | +17.4% |
| 10Y | +291.9% | +443.5% | -151.6% | +285.1% |
| All | +25,535.5% | +152,391.5% | -126,856.1% | +20,139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling