+284.0%
FITB vs HUBB
+446.9%
-162.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -5.7% | -10.0% | +4.3% | +0.7% |
| 3M | +3.2% | -1.6% | +4.8% | +2.4% |
| 6M | +23.4% | -3.1% | +26.5% | +22.4% |
| YTD | +18.8% | +4.6% | +14.2% | +11.0% |
| 1Y | +25.0% | +3.3% | +21.6% | +17.0% |
| 3Y | +131.2% | +46.6% | +84.6% | +57.5% |
| 5Y | +70.7% | +158.7% | -88.0% | -30.4% |
| All | +284.0% | +446.9% | -162.9% | -11.3% |
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