+381.6%
COMP vs HUBB
+58.1%
+323.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +9.5% |
| 7D | +13.4% | +1.7% | +11.8% | +12.6% |
| 30D | +11.1% | -9.7% | +20.8% | +16.4% |
| 3M | -18.8% | -15.2% | -3.7% | -12.5% |
| 6M | +10.5% | -14.0% | +24.5% | +17.6% |
| YTD | -3.4% | -2.4% | -1.0% | -4.3% |
| 1Y | +19.7% | -5.8% | +25.5% | +20.3% |
| 3Y | +381.6% | +60.4% | +321.2% | +225.5% |
| All | +381.6% | +58.1% | +323.5% | +225.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling