+44.8%
HUBB vs BAH
-31.4%
+76.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | -9.6% | -6.6% | -3.0% | -9.2% |
| 3M | -6.2% | -7.2% | +1.0% | -5.3% |
| 6M | -6.2% | -10.0% | +3.8% | -5.2% |
| YTD | +3.4% | -12.5% | +15.8% | +4.1% |
| 1Y | +5.3% | -27.9% | +33.2% | +9.4% |
| All | +44.8% | -31.4% | +76.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling