+84.1%
F vs HUBB
+427.3%
-343.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -2.7% |
| 7D | -4.9% | +1.1% | -6.0% | -5.4% |
| 30D | -2.9% | -9.6% | +6.7% | +2.7% |
| 3M | -9.1% | -6.2% | -2.9% | -6.9% |
| 6M | +12.9% | -6.2% | +19.1% | +14.7% |
| YTD | +6.1% | +3.4% | +2.7% | +1.5% |
| 1Y | +22.5% | +5.3% | +17.2% | +15.2% |
| 3Y | +32.1% | +44.4% | -12.3% | -3.2% |
| 5Y | +43.7% | +152.4% | -108.6% | -29.7% |
| 10Y | +84.1% | +437.0% | -352.9% | -46.2% |
| All | +84.1% | +427.3% | -343.2% | -46.2% |
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