+206.5%
FITB vs HUBB
+381.1%
-174.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | +2.8% | +1.8% | +1.0% | +1.6% |
| 30D | +9.8% | -7.7% | +17.5% | +14.7% |
| 3M | -5.2% | -13.6% | +8.4% | +3.0% |
| 6M | +17.3% | -9.1% | +26.4% | +21.3% |
| YTD | +19.3% | -0.7% | +20.0% | +14.3% |
| 1Y | +32.7% | +1.1% | +31.6% | +25.4% |
| 3Y | +141.6% | +56.2% | +85.4% | +55.5% |
| 5Y | +48.9% | +126.6% | -77.8% | -33.1% |
| All | +206.5% | +381.1% | -174.6% | -19.8% |
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 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