+124.0%
EW vs HUBB
+437.4%
-313.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.9% |
| 7D | -3.4% | -1.7% | -1.7% | -2.8% |
| 30D | -7.4% | -12.7% | +5.3% | -2.9% |
| 3M | +0.9% | -2.9% | +3.9% | +1.0% |
| 6M | +1.2% | -4.8% | +5.9% | +1.1% |
| YTD | +1.8% | +2.8% | -1.0% | -1.5% |
| 1Y | +10.8% | +3.5% | +7.3% | +6.4% |
| 3Y | +17.1% | +43.5% | -26.4% | -5.8% |
| 5Y | -28.2% | +154.2% | -182.4% | -57.0% |
| All | +124.0% | +437.4% | -313.4% | -7.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling