+208.8%
C vs HUBB
+389.2%
-180.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | -0.4% | -2.6% | +2.2% | +1.2% |
| 30D | -5.2% | -7.7% | +2.5% | -0.8% |
| 3M | -9.1% | -13.0% | +3.9% | -1.6% |
| 6M | -1.6% | -10.6% | +9.0% | +3.4% |
| YTD | +6.9% | -0.6% | +7.5% | +3.6% |
| 1Y | +23.0% | -4.1% | +27.1% | +21.8% |
| 3Y | +216.1% | +57.2% | +159.0% | +112.5% |
| 5Y | +112.2% | +127.2% | -14.9% | +0.8% |
| 10Y | +208.8% | +386.2% | -177.4% | -19.7% |
| All | +208.8% | +389.2% | -180.4% | -19.7% |
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