+950.6%
BX vs HUBB
+1,206.8%
-256.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.2% |
| 7D | -2.0% | +4.8% | -6.8% | -5.3% |
| 30D | -2.3% | -9.3% | +7.0% | +4.6% |
| 3M | +18.5% | -3.9% | +22.4% | +20.0% |
| 6M | +23.7% | -0.8% | +24.6% | +20.1% |
| YTD | -10.4% | +5.6% | -15.9% | -17.4% |
| 1Y | -19.6% | +7.7% | -27.3% | -27.8% |
| 3Y | +30.8% | +47.5% | -16.7% | -10.9% |
| 5Y | +24.3% | +153.7% | -129.3% | -45.8% |
| 10Y | +679.5% | +433.0% | +246.4% | +70.6% |
| All | +950.6% | +1,206.8% | -256.1% | -24.6% |
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