+14.3%
A vs HUBB
+126.3%
-112.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -0.5% | +1.8% | -2.2% | -1.0% |
| 30D | 0.0% | -7.7% | +7.7% | +2.6% |
| 3M | +16.7% | -13.6% | +30.3% | +22.3% |
| 6M | +54.8% | -9.1% | +64.0% | +58.0% |
| YTD | +28.8% | -0.7% | +29.5% | +25.1% |
| 1Y | +19.3% | +1.1% | +18.3% | +14.9% |
| 3Y | +65.5% | +56.2% | +9.4% | +28.0% |
| All | +14.3% | +126.3% | -112.0% | -33.1% |
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