+48.3%
D vs HUBB
+389.2%
-341.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +2.4% | -2.6% | +4.9% | +2.8% |
| 30D | +10.9% | -7.7% | +18.6% | +12.4% |
| 3M | +2.8% | -13.0% | +15.9% | +5.3% |
| 6M | +12.7% | -10.6% | +23.3% | +14.3% |
| YTD | +20.3% | -0.6% | +20.9% | +18.6% |
| 1Y | +17.1% | -4.1% | +21.3% | +16.2% |
| 3Y | +75.1% | +57.2% | +18.0% | +48.2% |
| 5Y | +13.1% | +127.2% | -114.0% | -16.3% |
| 10Y | +48.3% | +386.2% | -337.9% | -12.7% |
| All | +48.3% | +389.2% | -341.0% | -12.7% |
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