+1,033.4%
HUBB vs BAH
+886.2%
+147.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +0.5% | -3.2% | +3.8% | +1.4% |
| 30D | -10.0% | +2.0% | -12.0% | -10.6% |
| 3M | -4.8% | -7.6% | +2.9% | -3.5% |
| 6M | -5.6% | -5.7% | +0.1% | -5.6% |
| YTD | +4.7% | -11.7% | +16.4% | +5.5% |
| 1Y | +6.7% | -27.4% | +34.0% | +13.3% |
| 3Y | +45.8% | -32.5% | +78.3% | +52.4% |
| 5Y | +145.9% | -3.3% | +149.3% | +124.6% |
| 10Y | +418.6% | +186.0% | +232.6% | +238.2% |
| All | +1,033.4% | +886.2% | +147.2% | +379.6% |
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