+46.2%
EXC vs HUBB
+154.5%
-108.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +1.2% | +4.8% | -3.6% | +0.9% |
| 30D | -2.7% | -9.3% | +6.6% | -2.0% |
| 3M | -1.0% | -3.9% | +2.9% | -0.8% |
| 6M | -9.3% | -0.8% | -8.4% | -9.5% |
| YTD | +3.6% | +5.6% | -2.0% | +2.7% |
| 1Y | +5.9% | +7.7% | -1.8% | +4.7% |
| 3Y | +21.3% | +47.5% | -26.2% | +11.2% |
| 5Y | +46.2% | +153.7% | -107.5% | +9.9% |
| All | +46.2% | +154.5% | -108.4% | +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