+44.8%
HUBB vs BBWI
-47.8%
+92.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -1.0% |
| 7D | +1.1% | -4.4% | +5.5% | +1.9% |
| 30D | -9.6% | -7.4% | -2.2% | -8.6% |
| 3M | -6.2% | -2.2% | -4.0% | -6.5% |
| 6M | -6.2% | -16.3% | +10.2% | -4.3% |
| YTD | +3.4% | -9.1% | +12.5% | +3.2% |
| 1Y | +5.3% | -34.5% | +39.8% | +11.9% |
| All | +44.8% | -47.8% | +92.7% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling