+159.4%
HUBB vs BB
-26.5%
+185.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | 0.0% | +1.5% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -10.0% | -12.5% | +2.6% | -8.4% |
| 3M | -1.6% | -17.4% | +15.8% | 0.0% |
| 6M | -3.1% | +119.1% | -122.2% | -15.5% |
| YTD | +4.6% | +102.4% | -97.8% | -7.8% |
| 1Y | +3.3% | +98.2% | -94.8% | -9.0% |
| 3Y | +46.6% | +46.9% | -0.4% | +29.4% |
| All | +159.4% | -26.5% | +185.8% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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