+801.9%
PBF vs HUBB
+148.7%
+653.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +15.8% | -9.6% | +25.5% | +19.4% |
| 3M | +90.3% | -6.2% | +96.5% | +91.6% |
| 6M | +102.8% | -6.2% | +109.0% | +101.4% |
| YTD | +187.3% | +3.4% | +184.0% | +171.7% |
| 1Y | +161.8% | +5.3% | +156.5% | +144.2% |
| 3Y | +55.5% | +44.4% | +11.1% | +23.2% |
| 5Y | +801.9% | +152.4% | +649.5% | +451.4% |
| All | +801.9% | +148.7% | +653.2% | +451.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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