+662.0%
PBR vs HUBB
+446.9%
+215.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.7% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | +22.9% | -10.0% | +32.8% | +28.8% |
| 3M | +19.6% | -1.6% | +21.2% | +18.4% |
| 6M | +16.5% | -3.1% | +19.6% | +14.6% |
| YTD | +86.7% | +4.6% | +82.1% | +75.6% |
| 1Y | +74.7% | +3.3% | +71.4% | +63.9% |
| 3Y | +102.6% | +46.6% | +56.0% | +43.4% |
| 5Y | +566.6% | +158.7% | +407.9% | +186.2% |
| All | +662.0% | +446.9% | +215.1% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling