+2,340.5%
EXC vs HUBB
+152,497.5%
-150,157.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.3% | +0.5% | -0.3% | +0.3% |
| 30D | -3.7% | -10.0% | +6.3% | -3.7% |
| 3M | -1.3% | -4.8% | +3.5% | -1.3% |
| 6M | -9.7% | -5.6% | -4.2% | -9.7% |
| YTD | +2.9% | +4.7% | -1.8% | +2.8% |
| 1Y | +4.4% | +6.7% | -2.3% | +4.3% |
| 3Y | +22.2% | +45.8% | -23.5% | +21.7% |
| 5Y | +46.7% | +145.9% | -99.2% | +45.5% |
| 10Y | +155.3% | +418.6% | -263.2% | +152.1% |
| All | +2,340.5% | +152,497.5% | -150,157.0% | +2,623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling