+160.8%
EXC vs HUBB
+427.3%
-266.5%
-40.0%
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 | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | -0.9% | -9.6% | +8.7% | +1.6% |
| 3M | -2.7% | -6.2% | +3.5% | -1.7% |
| 6M | -9.4% | -6.2% | -3.2% | -8.8% |
| YTD | +3.0% | +3.4% | -0.3% | +0.7% |
| 1Y | +5.1% | +5.3% | -0.2% | +1.8% |
| 3Y | +20.6% | +44.4% | -23.8% | +0.8% |
| 5Y | +45.7% | +152.4% | -106.7% | -5.4% |
| 10Y | +160.8% | +437.0% | -276.2% | +26.9% |
| All | +160.8% | +427.3% | -266.5% | +26.9% |
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