+201.4%
B vs HUBB
+446.9%
-245.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +6.3% | -10.0% | +16.3% | +8.1% |
| 3M | +12.1% | -1.6% | +13.7% | +12.3% |
| 6M | -3.1% | -3.1% | 0.0% | -2.8% |
| YTD | +2.0% | +4.6% | -2.6% | +1.2% |
| 1Y | +51.7% | +3.3% | +48.3% | +50.7% |
| 3Y | +190.5% | +46.6% | +143.9% | +172.3% |
| 5Y | +158.0% | +158.7% | -0.7% | +122.9% |
| All | +201.4% | +446.9% | -245.5% | +132.5% |
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