+81.0%
F vs HUBB
+413.4%
-332.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.9% |
| 7D | -0.6% | +1.8% | -2.4% | -1.9% |
| 30D | +2.9% | -6.9% | +9.7% | +6.4% |
| 3M | -9.5% | -13.8% | +4.3% | -2.5% |
| 6M | +4.0% | -9.8% | +13.8% | +7.9% |
| YTD | -1.3% | +0.3% | -1.6% | -4.7% |
| 1Y | -1.9% | -3.3% | +1.4% | -3.5% |
| 3Y | +53.5% | +61.0% | -7.5% | +4.2% |
| 5Y | -15.1% | +128.5% | -143.6% | -56.1% |
| 10Y | +81.0% | +398.9% | -317.9% | -46.4% |
| All | +81.0% | +413.4% | -332.4% | -46.4% |
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