+565.2%
A vs HUBB
+3,062.2%
-2,497.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | -0.5% | +1.8% | -2.2% | -1.4% |
| 30D | 0.0% | -7.7% | +7.7% | +4.2% |
| 3M | +16.7% | -13.6% | +30.3% | +25.7% |
| 6M | +54.8% | -9.1% | +64.0% | +59.8% |
| YTD | +28.8% | -0.7% | +29.5% | +24.2% |
| 1Y | +19.3% | +1.1% | +18.3% | +13.7% |
| 3Y | +65.5% | +56.2% | +9.4% | +16.6% |
| 5Y | +12.1% | +126.6% | -114.6% | -39.5% |
| 10Y | +305.4% | +384.6% | -79.2% | +25.2% |
| All | +565.2% | +3,062.2% | -2,497.0% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling