+159.4%
HUBB vs HRB
+114.1%
+45.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | -0.1% | -8.0% | +8.0% | +0.6% |
| 30D | -10.0% | -16.0% | +6.0% | -8.6% |
| 3M | -1.6% | +26.9% | -28.5% | -4.6% |
| 6M | -3.1% | +51.1% | -54.2% | -8.8% |
| YTD | +4.6% | +7.1% | -2.5% | +4.5% |
| 1Y | +3.3% | -9.6% | +13.0% | +6.6% |
| 3Y | +46.6% | +25.4% | +21.2% | +36.0% |
| All | +159.4% | +114.1% | +45.3% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling