+975.0%
HUBB vs BAH
+1,076.0%
-101.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +1.8% | +1.7% | 0.0% | +1.3% |
| 30D | -7.7% | +20.8% | -28.5% | -12.2% |
| 3M | -13.6% | +11.6% | -25.1% | -16.5% |
| 6M | -9.1% | +23.1% | -32.2% | -15.3% |
| YTD | -0.7% | +5.3% | -6.0% | -4.9% |
| 1Y | +1.1% | +6.1% | -5.1% | -3.5% |
| 3Y | +56.2% | -27.5% | +83.7% | +61.0% |
| 5Y | +126.6% | +6.2% | +120.4% | +102.7% |
| 10Y | +384.6% | +202.2% | +182.3% | +211.1% |
| All | +975.0% | +1,076.0% | -101.0% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling