-17.9%
COMP vs HUBB
+123.0%
-140.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +9.2% |
| 7D | +13.4% | +1.7% | +11.8% | +12.4% |
| 30D | +11.1% | -9.7% | +20.8% | +17.6% |
| 3M | -18.8% | -15.2% | -3.7% | -11.0% |
| 6M | +10.5% | -14.0% | +24.5% | +19.3% |
| YTD | -3.4% | -2.4% | -1.0% | -4.8% |
| 1Y | +19.7% | -5.8% | +25.5% | +20.1% |
| 3Y | +381.6% | +60.4% | +321.2% | +205.1% |
| All | -17.9% | +123.0% | -140.8% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling