+106.5%
HUBB vs BOXX
+18.5%
+88.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.6% |
| 7D | -0.1% | +0.1% | -0.1% | -0.3% |
| 30D | -10.0% | +0.3% | -10.3% | -11.1% |
| 3M | -1.6% | +1.0% | -2.6% | -5.6% |
| 6M | -3.1% | +1.9% | -5.0% | -10.3% |
| YTD | +4.6% | +2.7% | +1.9% | -6.5% |
| 1Y | +3.3% | +4.0% | -0.7% | -12.4% |
| 3Y | +46.6% | +14.7% | +31.9% | +14.0% |
| All | +106.5% | +18.5% | +88.0% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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