+18.4%
BROS vs HUBB
+155.8%
-137.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | -6.1% | -1.7% | -4.4% | -5.3% |
| 30D | -12.4% | -12.7% | +0.3% | -7.0% |
| 3M | -27.9% | -2.9% | -25.0% | -27.8% |
| 6M | -16.8% | -4.8% | -12.0% | -16.5% |
| YTD | -29.0% | +2.8% | -31.8% | -31.6% |
| 1Y | -33.2% | +3.5% | -36.7% | -36.0% |
| 3Y | +56.8% | +43.5% | +13.2% | +25.9% |
| All | +18.4% | +155.8% | -137.4% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling