+25.1%
BROS vs HUBB
+162.8%
-137.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -0.9% | +4.8% | -5.8% | -3.0% |
| 30D | -13.5% | -9.3% | -4.2% | -9.8% |
| 3M | -18.4% | -3.9% | -14.6% | -18.0% |
| 6M | -10.6% | -0.8% | -9.7% | -11.9% |
| YTD | -25.1% | +5.6% | -30.6% | -28.6% |
| 1Y | -28.6% | +7.7% | -36.4% | -32.9% |
| 3Y | +65.6% | +47.5% | +18.1% | +31.4% |
| All | +25.1% | +162.8% | -137.7% | -28.3% |
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