+688.8%
B vs HUBB
+146,787.3%
-146,098.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -2.7% | +1.2% | -3.9% | -2.7% |
| 30D | -4.3% | -6.4% | +2.1% | -4.3% |
| 3M | -2.3% | -14.4% | +12.1% | -2.2% |
| 6M | -16.2% | -9.0% | -7.3% | -16.2% |
| YTD | -8.8% | +0.7% | -9.6% | -8.8% |
| 1Y | +11.4% | -0.3% | +11.6% | +11.4% |
| 3Y | +174.3% | +59.2% | +115.1% | +173.2% |
| 5Y | +116.2% | +130.2% | -14.0% | +114.7% |
| 10Y | +222.7% | +391.8% | -169.0% | +218.5% |
| All | +688.8% | +146,787.3% | -146,098.4% | +775.1% |
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