+25.3%
F vs HUBB
+7.9%
+17.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.5% |
| 7D | +1.2% | +4.8% | -3.7% | -0.3% |
| 30D | +1.2% | -9.3% | +10.5% | +4.1% |
| 3M | -5.7% | -3.9% | -1.8% | -5.3% |
| 6M | +17.9% | -0.8% | +18.8% | +16.1% |
| YTD | +10.4% | +5.6% | +4.8% | +7.3% |
| 1Y | +25.3% | +7.7% | +17.6% | +20.8% |
| All | +25.3% | +7.9% | +17.5% | +20.8% |
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