+127.1%
HUBB vs BAH
+7.8%
+119.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +4.6% | -2.6% | +7.1% | +4.9% |
| 30D | -8.4% | +20.4% | -28.7% | -10.5% |
| 3M | -14.3% | +11.9% | -26.2% | -15.7% |
| 6M | -9.3% | +17.1% | -26.5% | -11.6% |
| YTD | -0.5% | +5.5% | -6.0% | -2.2% |
| 1Y | -2.1% | +5.6% | -7.7% | -3.9% |
| 3Y | +57.2% | -26.5% | +83.8% | +61.5% |
| 5Y | +127.1% | +6.5% | +120.7% | +109.3% |
| All | +127.1% | +7.8% | +119.4% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling