-1.6%
F vs HUBB
-3.9%
+2.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.1% |
| 7D | -0.6% | +1.8% | -2.4% | -1.2% |
| 30D | +2.9% | -6.9% | +9.7% | +4.8% |
| 3M | -9.5% | -13.8% | +4.3% | -5.7% |
| 6M | +4.0% | -9.8% | +13.8% | +6.0% |
| YTD | -1.3% | +0.3% | -1.6% | -4.4% |
| All | -1.6% | -3.9% | +2.4% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling