+803.7%
B vs HUBB
+152,497.5%
-151,693.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +9.4% | -10.0% | +19.4% | +9.5% |
| 3M | +5.0% | -4.8% | +9.7% | +5.0% |
| 6M | -3.5% | -5.6% | +2.0% | -3.5% |
| YTD | +4.5% | +4.7% | -0.2% | +4.4% |
| 1Y | +67.8% | +6.7% | +61.1% | +67.7% |
| 3Y | +196.7% | +45.8% | +150.9% | +195.7% |
| 5Y | +151.9% | +145.9% | +6.0% | +150.1% |
| 10Y | +202.2% | +418.6% | -216.4% | +198.1% |
| All | +803.7% | +152,497.5% | -151,693.8% | +902.3% |
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