+437.9%
HUBB vs BR
+189.7%
+248.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | -3.0% | +2.9% | +1.3% |
| 30D | -10.0% | -0.3% | -9.7% | -10.1% |
| 3M | -1.6% | +17.3% | -18.9% | -10.2% |
| 6M | -3.1% | -6.7% | +3.6% | -1.3% |
| YTD | +4.6% | -23.4% | +28.0% | +17.4% |
| 1Y | +3.3% | -32.7% | +36.0% | +24.5% |
| 3Y | +46.6% | -5.9% | +52.5% | +44.1% |
| 5Y | +158.7% | +8.4% | +150.2% | +129.4% |
| All | +437.9% | +189.7% | +248.2% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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