+122.5%
EW vs HUBB
+440.4%
-318.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -5.1% | +1.1% | -6.2% | -5.5% |
| 30D | -6.4% | -9.6% | +3.3% | -3.1% |
| 3M | -1.6% | -6.2% | +4.6% | -0.3% |
| 6M | +2.3% | -6.2% | +8.4% | +2.8% |
| YTD | +1.1% | +3.4% | -2.3% | -2.4% |
| 1Y | +8.0% | +5.3% | +2.7% | +3.0% |
| 3Y | +16.3% | +44.4% | -28.0% | -6.7% |
| 5Y | -29.4% | +152.4% | -181.8% | -57.6% |
| All | +122.5% | +440.4% | -318.0% | -7.9% |
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 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