+74.0%
ALB vs HUBB
+446.9%
-372.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -4.6% |
| 7D | -6.6% | -0.1% | -6.6% | -6.6% |
| 30D | -8.1% | -10.0% | +1.8% | -1.8% |
| 3M | -25.7% | -1.6% | -24.1% | -26.1% |
| 6M | -29.5% | -3.1% | -26.4% | -29.9% |
| YTD | -16.2% | +4.6% | -20.8% | -20.9% |
| 1Y | +59.2% | +3.3% | +55.9% | +50.7% |
| 3Y | -33.7% | +46.6% | -80.3% | -52.2% |
| 5Y | -48.1% | +158.7% | -206.8% | -75.6% |
| All | +74.0% | +446.9% | -372.9% | -49.3% |
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