+61.9%
D vs HUBB
+48.8%
+13.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +0.8% | +4.8% | -4.1% | +0.7% |
| 30D | -0.7% | -9.3% | +8.6% | -0.6% |
| 3M | +2.1% | -3.9% | +6.0% | +2.1% |
| 6M | +6.8% | -0.8% | +7.7% | +6.7% |
| YTD | +16.5% | +5.6% | +11.0% | +16.2% |
| 1Y | +19.2% | +7.7% | +11.4% | +18.7% |
| 3Y | +61.9% | +47.5% | +14.4% | +57.5% |
| All | +61.9% | +48.8% | +13.0% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling