+46.0%
F vs HUBB
+57.0%
-11.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.1% | +1.8% | -4.9% | -3.7% |
| 30D | 0.0% | -7.7% | +7.7% | +2.6% |
| 3M | -13.2% | -13.6% | +0.3% | -8.9% |
| 6M | -10.2% | -9.1% | -1.1% | -8.2% |
| YTD | -4.9% | -0.7% | -4.2% | -6.7% |
| 1Y | -6.1% | +1.1% | -7.1% | -8.6% |
| 3Y | +46.0% | +56.2% | -10.2% | +8.7% |
| All | +46.0% | +57.0% | -11.1% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling