+238.4%
A vs HUBB
+437.4%
-199.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -4.6% | -1.7% | -2.9% | -3.9% |
| 30D | -4.3% | -12.7% | +8.4% | +1.2% |
| 3M | +8.9% | -2.9% | +11.9% | +9.2% |
| 6M | +24.5% | -4.8% | +29.3% | +24.5% |
| YTD | +5.8% | +2.8% | +3.0% | +1.7% |
| 1Y | +16.2% | +3.5% | +12.7% | +10.9% |
| 3Y | +28.5% | +43.5% | -15.1% | +1.9% |
| 5Y | -16.3% | +154.2% | -170.5% | -51.3% |
| All | +238.4% | +437.4% | -199.0% | +28.9% |
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