+1,354.7%
HUBB vs BR
+1,281.7%
+73.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +1.1% | -5.0% | +6.1% | +3.6% |
| 30D | -9.6% | -2.5% | -7.2% | -8.8% |
| 3M | -6.2% | +13.5% | -19.7% | -13.0% |
| 6M | -6.2% | -9.4% | +3.3% | -3.4% |
| YTD | +3.4% | -23.3% | +26.6% | +14.6% |
| 1Y | +5.3% | -31.6% | +36.9% | +23.7% |
| 3Y | +44.4% | -5.1% | +49.4% | +41.6% |
| 5Y | +152.4% | +8.2% | +144.2% | +127.6% |
| 10Y | +437.0% | +189.8% | +247.2% | +187.4% |
| All | +1,354.7% | +1,281.7% | +73.0% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling