+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 all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -3.6% | -10.0% | +6.5% | -3.5% |
| 3M | -1.0% | -4.8% | +3.8% | -1.0% |
| 6M | +6.3% | -5.6% | +11.8% | +6.3% |
| YTD | +14.7% | +4.7% | +10.1% | +14.6% |
| 1Y | +16.9% | +6.7% | +10.3% | +16.9% |
| 3Y | +56.8% | +45.8% | +11.0% | +56.3% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling