-15.8%
F vs HUBB
+123.0%
-138.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.8% |
| 7D | +1.6% | +1.7% | -0.1% | +0.6% |
| 30D | +2.6% | -9.7% | +12.3% | +6.9% |
| 3M | -8.8% | -15.2% | +6.3% | -2.5% |
| 6M | +4.6% | -14.0% | +18.6% | +10.2% |
| YTD | -1.9% | -2.4% | +0.5% | -3.5% |
| 1Y | -0.8% | -5.8% | +5.0% | -0.8% |
| 3Y | +43.5% | +60.4% | -16.9% | +1.6% |
| All | -15.8% | +123.0% | -138.8% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling