+126.5%
HUBB vs BB
-17.6%
+144.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | +1.8% | +1.8% | -0.1% | +1.5% |
| 30D | -7.7% | +8.1% | -15.8% | -9.0% |
| 3M | -13.6% | -1.0% | -12.6% | -14.0% |
| 6M | -9.1% | +45.9% | -55.0% | -15.8% |
| YTD | -0.7% | +134.8% | -135.6% | -14.9% |
| 1Y | +1.1% | +104.6% | -103.5% | -11.7% |
| 3Y | +56.2% | +152.8% | -96.7% | +26.9% |
| All | +126.5% | -17.6% | +144.1% | +120.2% |
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