+144,634.4%
HUBB vs BBWI
+1,144.0%
+143,490.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -7.7% | +12.9% | -20.6% | -10.5% |
| 3M | -13.6% | +16.0% | -29.6% | -17.2% |
| 6M | -9.1% | +16.6% | -25.7% | -13.8% |
| YTD | -0.7% | +9.7% | -10.5% | -5.8% |
| 1Y | +1.1% | +1.5% | -0.4% | -3.5% |
| 3Y | +56.2% | -21.4% | +77.5% | +51.9% |
| 5Y | +126.6% | -67.6% | +194.2% | +157.3% |
| 10Y | +384.6% | -46.8% | +431.4% | +317.7% |
| All | +144,634.4% | +1,144.0% | +143,490.4% | +57,198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling