+476.0%
A vs HUBB
+3,234.0%
-2,758.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -1.9% | +0.5% | -2.5% | -2.3% |
| 30D | +6.9% | -10.0% | +16.9% | +13.1% |
| 3M | +9.2% | -4.8% | +14.0% | +10.8% |
| 6M | +25.7% | -5.6% | +31.2% | +26.3% |
| YTD | +11.5% | +4.7% | +6.9% | +5.0% |
| 1Y | +18.4% | +6.7% | +11.7% | +9.5% |
| 3Y | +26.6% | +45.8% | -19.1% | -7.1% |
| 5Y | -12.8% | +145.9% | -158.7% | -54.9% |
| 10Y | +247.2% | +418.6% | -171.4% | +3.6% |
| All | +476.0% | +3,234.0% | -2,758.0% | -40.1% |
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