+437.9%
HUBB vs BG
+166.7%
+271.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | -0.1% | +3.1% | -3.2% | -1.0% |
| 30D | -10.0% | +10.2% | -20.2% | -12.8% |
| 3M | -1.6% | -1.7% | +0.1% | -1.7% |
| 6M | -3.1% | +1.0% | -4.1% | -4.4% |
| YTD | +4.6% | +39.9% | -35.3% | -7.1% |
| 1Y | +3.3% | +53.2% | -49.9% | -11.4% |
| 3Y | +46.6% | +16.3% | +30.3% | +34.8% |
| 5Y | +158.7% | +83.9% | +74.8% | +93.1% |
| All | +437.9% | +166.7% | +271.2% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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