+16.0%
BX vs HUBB
+148.7%
-132.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.5% |
| 7D | -8.9% | -1.7% | -7.2% | -8.0% |
| 30D | -14.8% | -12.7% | -2.1% | -7.8% |
| 3M | +6.9% | -2.9% | +9.9% | +7.4% |
| 6M | +16.3% | -4.8% | +21.1% | +16.0% |
| YTD | -16.1% | +2.8% | -18.9% | -20.8% |
| 1Y | -26.8% | +3.5% | -30.3% | -31.9% |
| 3Y | +22.4% | +43.5% | -21.1% | -12.6% |
| 5Y | +16.0% | +154.2% | -138.2% | -51.2% |
| All | +16.0% | +148.7% | -132.7% | -51.2% |
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