-10.4%
DOW vs HUBB
+342.1%
-352.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | 0.0% |
| 7D | -2.9% | +4.8% | -7.8% | -5.4% |
| 30D | +2.0% | -9.3% | +11.3% | +7.2% |
| 3M | -12.5% | -3.9% | -8.7% | -12.5% |
| 6M | -9.2% | -0.8% | -8.4% | -12.5% |
| YTD | +30.8% | +5.6% | +25.2% | +20.4% |
| 1Y | +29.4% | +7.7% | +21.7% | +17.1% |
| 3Y | -34.6% | +47.5% | -82.0% | -54.5% |
| 5Y | -35.9% | +153.7% | -189.6% | -72.3% |
| All | -10.4% | +342.1% | -352.5% | -74.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling