+19.7%
BROS vs HUBB
+160.3%
-140.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.3% |
| 7D | -5.8% | -0.1% | -5.7% | -5.7% |
| 30D | -14.0% | -10.0% | -4.0% | -9.9% |
| 3M | -32.5% | -1.6% | -30.9% | -32.8% |
| 6M | -14.9% | -3.1% | -11.8% | -15.2% |
| YTD | -28.3% | +4.6% | -32.9% | -31.4% |
| 1Y | -34.0% | +3.3% | -37.3% | -36.7% |
| 3Y | +63.0% | +46.6% | +16.4% | +29.7% |
| All | +19.7% | +160.3% | -140.6% | -31.1% |
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 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