+2,332.1%
D vs HUBB
+144,965.7%
-142,633.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -3.1% | +4.6% | -7.6% | -3.1% |
| 30D | +8.4% | -8.4% | +16.7% | +8.4% |
| 3M | +0.2% | -14.3% | +14.6% | +0.3% |
| 6M | +9.5% | -9.3% | +18.8% | +9.5% |
| YTD | +18.8% | -0.5% | +19.3% | +18.8% |
| 1Y | +14.7% | -2.1% | +16.8% | +14.7% |
| 3Y | +72.9% | +57.2% | +15.7% | +72.3% |
| 5Y | +13.1% | +127.1% | -114.0% | +12.4% |
| 10Y | +47.2% | +385.7% | -338.5% | +45.5% |
| All | +2,332.1% | +144,965.7% | -142,633.6% | +2,267.0% |
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