+67.2%
F vs HUBB
+382.2%
-315.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.2% |
| 7D | -3.9% | +4.6% | -8.5% | -6.3% |
| 30D | -0.5% | -8.4% | +7.9% | +3.9% |
| 3M | -12.9% | -14.3% | +1.4% | -5.9% |
| 6M | +1.5% | -9.3% | +10.9% | +5.0% |
| YTD | -5.0% | -0.5% | -4.5% | -7.9% |
| 1Y | -7.3% | -2.1% | -5.2% | -9.4% |
| 3Y | +45.3% | +57.2% | -12.0% | 0.0% |
| 5Y | -15.8% | +127.1% | -142.9% | -56.3% |
| All | +67.2% | +382.2% | -315.0% | -49.5% |
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