+2,603.8%
HUBB vs BB
+266.8%
+2,337.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | +4.8% | +0.5% | +4.3% | +4.8% |
| 30D | -9.3% | -12.4% | +3.1% | -8.0% |
| 3M | -3.9% | -15.3% | +11.4% | -2.8% |
| 6M | -0.8% | +128.8% | -129.6% | -11.1% |
| YTD | +5.6% | +107.7% | -102.1% | -4.4% |
| 1Y | +7.7% | +103.9% | -96.1% | -2.6% |
| 3Y | +47.5% | +72.6% | -25.1% | +31.6% |
| 5Y | +153.7% | -24.3% | +177.9% | +141.2% |
| 10Y | +433.0% | +3.1% | +429.9% | +338.4% |
| All | +2,603.8% | +266.8% | +2,337.1% | +1,730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling