+286.5%
C vs HUBB
+430.1%
-143.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | +3.2% | +4.8% | -1.7% | +0.1% |
| 30D | +1.3% | -9.3% | +10.6% | +7.6% |
| 3M | +3.1% | -3.9% | +7.0% | +4.5% |
| 6M | +29.6% | -0.8% | +30.5% | +27.4% |
| YTD | +19.0% | +5.6% | +13.4% | +11.8% |
| 1Y | +45.6% | +7.7% | +37.9% | +34.0% |
| 3Y | +269.3% | +47.5% | +221.8% | +161.2% |
| 5Y | +131.6% | +153.7% | -22.1% | +1.9% |
| 10Y | +286.5% | +433.0% | -146.5% | -5.2% |
| All | +286.5% | +430.1% | -143.6% | -5.2% |
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