+38.4%
AR vs HUBB
+446.9%
-408.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.9% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +2.5% | -10.0% | +12.5% | +8.3% |
| 3M | +12.3% | -1.6% | +13.9% | +10.8% |
| 6M | -3.1% | -3.1% | 0.0% | -5.4% |
| YTD | +11.5% | +4.6% | +6.9% | +2.8% |
| 1Y | +17.0% | +3.3% | +13.7% | +7.8% |
| 3Y | +47.3% | +46.6% | +0.7% | +2.1% |
| 5Y | +141.2% | +158.7% | -17.4% | +4.8% |
| All | +38.4% | +446.9% | -408.4% | -63.3% |
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