-8.2%
EW vs HUBB
+126.3%
-134.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +4.9% | +1.8% | +3.2% | +4.5% |
| 30D | +23.9% | -7.7% | +31.6% | +26.1% |
| 3M | +15.8% | -13.6% | +29.3% | +19.6% |
| 6M | +31.7% | -9.1% | +40.8% | +33.3% |
| YTD | +25.7% | -0.7% | +26.4% | +23.0% |
| 1Y | +24.4% | +1.1% | +23.4% | +21.0% |
| 3Y | +65.9% | +56.2% | +9.7% | +32.5% |
| All | -8.2% | +126.3% | -134.5% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling