+2,754.8%
HUBB vs BG
+1,192.5%
+1,562.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.8% |
| 7D | -1.7% | +3.7% | -5.4% | -2.7% |
| 30D | -12.7% | +12.3% | -25.0% | -15.6% |
| 3M | -2.9% | -2.2% | -0.7% | -2.9% |
| 6M | -4.8% | +5.3% | -10.1% | -7.1% |
| YTD | +2.8% | +42.4% | -39.6% | -8.0% |
| 1Y | +3.5% | +55.2% | -51.7% | -10.1% |
| 3Y | +43.5% | +21.0% | +22.6% | +31.3% |
| 5Y | +154.2% | +87.1% | +67.1% | +99.7% |
| 10Y | +434.0% | +169.8% | +264.2% | +258.5% |
| All | +2,754.8% | +1,192.5% | +1,562.3% | +1,506.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling