+208.6%
B vs HUBB
+389.2%
-180.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.0% |
| 7D | +7.1% | -2.6% | +9.7% | +7.5% |
| 30D | -3.3% | -7.7% | +4.3% | -2.2% |
| 3M | -2.5% | -13.0% | +10.5% | -0.5% |
| 6M | -7.2% | -10.6% | +3.3% | -5.8% |
| YTD | -7.4% | -0.6% | -6.8% | -7.4% |
| 1Y | +16.4% | -4.1% | +20.6% | +16.9% |
| 3Y | +178.7% | +57.2% | +121.6% | +159.4% |
| 5Y | +121.7% | +127.2% | -5.5% | +94.9% |
| 10Y | +208.6% | +386.2% | -177.6% | +162.9% |
| All | +208.6% | +389.2% | -180.6% | +162.9% |
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