+146.2%
B vs HUBB
+129.4%
+16.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.7% |
| 7D | +11.3% | +1.8% | +9.5% | +10.8% |
| 30D | +2.9% | -6.9% | +9.8% | +4.3% |
| 3M | -2.9% | -13.8% | +11.0% | -0.1% |
| 6M | -1.2% | -9.8% | +8.6% | +0.5% |
| YTD | -1.3% | +0.3% | -1.6% | -1.5% |
| 1Y | +30.4% | -3.3% | +33.8% | +30.9% |
| 3Y | +195.3% | +61.0% | +134.3% | +170.9% |
| 5Y | +146.2% | +128.5% | +17.7% | +112.8% |
| All | +146.2% | +129.4% | +16.8% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling