+40.1%
EXC vs HUBB
+126.5%
-86.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.1% | -2.6% | +2.6% | +0.2% |
| 30D | +9.0% | -7.7% | +16.7% | +9.6% |
| 3M | +3.3% | -13.0% | +16.3% | +4.2% |
| 6M | +5.7% | -10.6% | +16.2% | +6.2% |
| YTD | +7.3% | -0.6% | +7.9% | +6.8% |
| 1Y | +2.9% | -4.1% | +7.1% | +2.7% |
| 3Y | +29.3% | +57.2% | -27.8% | +15.8% |
| 5Y | +40.1% | +127.2% | -87.1% | +9.9% |
| All | +40.1% | +126.5% | -86.5% | +9.9% |
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 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