-12.1%
COMP vs HUBB
+126.4%
-138.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.4% |
| 7D | +8.9% | +4.6% | +4.3% | +6.2% |
| 30D | +14.0% | -8.4% | +22.3% | +19.7% |
| 3M | -21.1% | -14.3% | -6.8% | -13.9% |
| 6M | +20.1% | -9.3% | +29.4% | +25.5% |
| YTD | -5.0% | -0.5% | -4.5% | -7.4% |
| 1Y | +5.7% | -2.1% | +7.8% | +3.8% |
| 3Y | +412.2% | +57.2% | +355.0% | +231.8% |
| 5Y | -12.1% | +127.1% | -139.2% | -64.4% |
| All | -12.1% | +126.4% | -138.5% | -64.4% |
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