+22.6%
BROS vs HUBB
+157.2%
-134.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.1% |
| 7D | -6.6% | +1.1% | -7.7% | -7.1% |
| 30D | -12.3% | -9.6% | -2.7% | -8.5% |
| 3M | -22.2% | -6.2% | -16.0% | -20.9% |
| 6M | -14.3% | -6.2% | -8.1% | -13.3% |
| YTD | -26.6% | +3.4% | -29.9% | -29.4% |
| 1Y | -31.5% | +5.3% | -36.8% | -34.9% |
| 3Y | +62.3% | +44.4% | +17.9% | +30.0% |
| All | +22.6% | +157.2% | -134.7% | -29.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling