+54.3%
AR vs HUBB
+381.1%
-326.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +7.4% | +1.8% | +5.6% | +6.3% |
| 30D | +5.8% | -7.7% | +13.4% | +9.9% |
| 3M | +5.2% | -13.6% | +18.8% | +12.9% |
| 6M | +5.4% | -9.1% | +14.6% | +7.5% |
| YTD | +12.4% | -0.7% | +13.2% | +6.0% |
| 1Y | +12.8% | +1.1% | +11.7% | +4.8% |
| 3Y | +47.2% | +56.2% | -9.0% | -3.3% |
| 5Y | +101.1% | +126.6% | -25.5% | -4.9% |
| All | +54.3% | +381.1% | -326.7% | -54.3% |
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