+46.6%
HUBB vs BG
+18.0%
+28.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | -0.1% | +3.1% | -3.2% | -0.5% |
| 30D | -10.0% | +10.2% | -20.2% | -11.2% |
| 3M | -1.6% | -1.7% | +0.1% | -1.5% |
| 6M | -3.1% | +1.0% | -4.1% | -3.7% |
| YTD | +4.6% | +39.9% | -35.3% | -1.4% |
| 1Y | +3.3% | +53.2% | -49.9% | -4.2% |
| 3Y | +46.6% | +16.3% | +30.3% | +41.6% |
| All | +46.6% | +18.0% | +28.6% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling