+22.3%
DIS vs HUBB
+427.3%
-404.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | -3.5% | +1.1% | -4.6% | -4.0% |
| 30D | +1.0% | -9.6% | +10.6% | +4.9% |
| 3M | +5.7% | -6.2% | +11.9% | +7.2% |
| 6M | +3.3% | -6.2% | +9.4% | +3.7% |
| YTD | -7.7% | +3.4% | -11.1% | -11.6% |
| 1Y | -10.0% | +5.3% | -15.3% | -14.8% |
| 3Y | +31.7% | +44.4% | -12.6% | +3.0% |
| 5Y | -42.2% | +152.4% | -194.6% | -67.2% |
| 10Y | +22.3% | +437.0% | -414.7% | -53.2% |
| All | +22.3% | +427.3% | -404.9% | -53.2% |
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