-27.6%
AR vs HUBB
+454.7%
-482.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.2% |
| 7D | -5.8% | -2.6% | -3.2% | -4.4% |
| 30D | +4.8% | -7.7% | +12.5% | +9.0% |
| 3M | +1.5% | -13.0% | +14.5% | +8.7% |
| 6M | +4.7% | -10.6% | +15.3% | +7.9% |
| YTD | +9.2% | -0.6% | +9.8% | +3.0% |
| 1Y | +11.2% | -4.1% | +15.3% | +6.9% |
| 3Y | +46.2% | +57.2% | -10.9% | -3.1% |
| 5Y | +98.1% | +127.2% | -29.1% | -3.7% |
| 10Y | +54.5% | +386.2% | -331.6% | -55.5% |
| All | -27.6% | +454.7% | -482.3% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling