-3.4%
HUBB vs BBWI
+2.4%
-5.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -2.8% |
| 7D | +0.2% | +8.8% | -8.6% | -0.6% |
| 30D | -8.8% | +34.8% | -43.6% | -11.6% |
| 3M | -12.5% | +12.9% | -25.4% | -13.8% |
| 6M | -14.5% | +29.6% | -44.1% | -17.3% |
| YTD | -0.4% | +20.8% | -21.2% | -2.7% |
| 1Y | -3.4% | +4.1% | -7.5% | -4.8% |
| All | -3.4% | +2.4% | -5.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling