+358.0%
ALL vs HUBB
+437.4%
-79.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.3% | -1.7% | -2.6% | -3.8% |
| 30D | -3.6% | -12.7% | +9.1% | +0.6% |
| 3M | +13.2% | -2.9% | +16.2% | +12.9% |
| 6M | +22.5% | -4.8% | +27.3% | +21.9% |
| YTD | +22.7% | +2.8% | +20.0% | +17.9% |
| 1Y | +28.3% | +3.5% | +24.8% | +22.3% |
| 3Y | +152.0% | +43.5% | +108.5% | +99.3% |
| 5Y | +115.4% | +154.2% | -38.8% | +24.1% |
| All | +358.0% | +437.4% | -79.4% | +85.8% |
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