+437.9%
HUBB vs BBWI
-55.0%
+492.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.7% | +0.5% |
| 7D | -0.1% | -4.8% | +4.7% | +0.8% |
| 30D | -10.0% | +3.5% | -13.4% | -10.9% |
| 3M | -1.6% | -0.3% | -1.3% | -2.3% |
| 6M | -3.1% | -5.4% | +2.3% | -3.7% |
| YTD | +4.6% | -4.7% | +9.3% | +3.3% |
| 1Y | +3.3% | -30.5% | +33.8% | +7.7% |
| 3Y | +46.6% | -44.3% | +90.9% | +54.3% |
| 5Y | +158.7% | -66.9% | +225.6% | +191.2% |
| All | +437.9% | -55.0% | +492.9% | +356.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling