+54.2%
AR vs HUBB
+382.2%
-328.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.0% |
| 7D | +6.4% | +4.6% | +1.8% | +3.8% |
| 30D | +3.1% | -8.4% | +11.5% | +7.6% |
| 3M | +3.3% | -14.3% | +17.6% | +11.4% |
| 6M | +6.6% | -9.3% | +15.9% | +8.8% |
| YTD | +12.3% | -0.5% | +12.8% | +5.7% |
| 1Y | +12.3% | -2.1% | +14.5% | +6.5% |
| 3Y | +50.4% | +57.2% | -6.8% | -1.5% |
| 5Y | +101.0% | +127.1% | -26.1% | -5.1% |
| All | +54.2% | +382.2% | -328.0% | -54.4% |
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