+2,271.9%
D vs HUBB
+152,497.5%
-150,225.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +1.5% | +0.5% | +0.9% | +1.5% |
| 30D | -2.6% | -10.0% | +7.4% | -2.5% |
| 3M | 0.0% | -4.8% | +4.8% | 0.0% |
| 6M | +7.4% | -5.6% | +12.9% | +7.4% |
| YTD | +15.9% | +4.7% | +11.2% | +15.8% |
| 1Y | +18.1% | +6.7% | +11.4% | +18.0% |
| 3Y | +58.4% | +45.8% | +12.6% | +57.9% |
| 5Y | +5.2% | +145.9% | -140.7% | +4.5% |
| 10Y | +35.9% | +418.6% | -382.7% | +34.3% |
| All | +2,271.9% | +152,497.5% | -150,225.6% | +2,207.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling