+38.5%
D vs HUBB
+427.3%
-388.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | -0.4% | +1.1% | -1.5% | -0.7% |
| 30D | -2.1% | -9.6% | +7.5% | -0.2% |
| 3M | -0.7% | -6.2% | +5.4% | +0.1% |
| 6M | +5.6% | -6.2% | +11.7% | +6.0% |
| YTD | +14.6% | +3.4% | +11.2% | +12.5% |
| 1Y | +15.3% | +5.3% | +10.0% | +12.4% |
| 3Y | +59.1% | +44.4% | +14.8% | +38.8% |
| 5Y | +3.9% | +152.4% | -148.5% | -24.9% |
| 10Y | +38.5% | +437.0% | -398.6% | -19.6% |
| All | +38.5% | +427.3% | -388.8% | -19.6% |
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