-2.1%
BROS vs HUBB
+147.1%
-149.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +6.3% | +1.8% | +4.6% | +5.5% |
| 30D | -8.3% | -7.7% | -0.7% | -4.9% |
| 3M | -29.8% | -13.6% | -16.2% | -25.1% |
| 6M | -25.8% | -9.1% | -16.7% | -23.7% |
| YTD | -41.4% | -0.7% | -40.6% | -42.6% |
| 1Y | -35.2% | +1.1% | -36.2% | -37.1% |
| 3Y | +32.8% | +56.2% | -23.4% | +3.0% |
| 5Y | -42.2% | +126.6% | -168.8% | -67.0% |
| All | -2.1% | +147.1% | -149.2% | -42.3% |
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